Explicit solutions to European options in a regime-switching economy (Q813961): Difference between revisions

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Latest revision as of 10:52, 24 June 2024

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Explicit solutions to European options in a regime-switching economy
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    Explicit solutions to European options in a regime-switching economy (English)
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    2 February 2006
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    Black-Scholes PDE
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    option pricing
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    Markov chain in continuous time
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