Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977): Difference between revisions

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+https://doi.org/10.1080/10920277.2010.10597588
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+W2008889292
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@@ Property / cites work @@
+A simple approach for pricing equity options with Markov switching state variables
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+Publication:3088977