Methods for Pricing American Options under Regime Switching (Q3116428): Difference between revisions
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Latest revision as of 01:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Methods for Pricing American Options under Regime Switching |
scientific article |
Statements
Methods for Pricing American Options under Regime Switching (English)
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23 February 2012
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regime switching
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American options
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iterative methods
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