Study on Split-Step Backward Euler Scheme for Regime Switching Model
Keyword(s):
2012 ◽
Vol 4
(1)
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pp. 52-68
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Keyword(s):
2008 ◽
Vol 24
(6)
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pp. 1371-1387
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Keyword(s):
2006 ◽
Vol 23
(4)
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pp. 569-578
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Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model
2011 ◽
Vol 2
(4)
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pp. 314
2020 ◽
Vol 25
(6)
◽
pp. 1059-1078