Weak approximation for a black-scholes type regime switching model
Arturo Kohatsu-Higa and Akihiro Tanaka
| Year of publication: |
2024
|
|---|---|
| Authors: | Kohatsu-Higa, Arturo ; Tanaka, Akihiro |
| Subject: | Stochastic differential equation | discontinuous coefficients | Monte Carlo methods | Monte-Carlo-Simulation | Monte Carlo simulation | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2024.2360464 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015194417