REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220): Difference between revisions

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Latest revision as of 02:35, 3 July 2024

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REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING
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    REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (English)
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    11 August 2010
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    regime-switching model
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    recombining tree
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    option pricing
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    stochastic volatility
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