Concepedia

Option pricing with regime switching by trinomial tree method

Fei Lung Yuen, Hailiang Yang

Journal of Computational and Applied Mathematics · 2009 · 120 citations · 25 references

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References

25

The Pricing of Options and Corporate Liabilities

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Option pricing: A simplified approach

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The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets

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