Recombining tree for regime-switching model : algorithm and weak convergence
R. H. Liu
| Year of publication: |
2011
|
|---|---|
| Authors: | Liu, Rui Hua |
| Published in: |
Stochastic analysis, stochastic systems, and applications to finance. - New Jersey [u.a.] : World Scientific, ISBN 981-4355-70-4. - 2011, p. 193-214
|
| Subject: | Theorie | Theory | Algorithmus | Algorithm | Entscheidungsbaum | Decision tree | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009271668