A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349): Difference between revisions

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Latest revision as of 10:59, 8 July 2024

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A lattice method for option pricing with two underlying assets in the regime-switching model
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    A lattice method for option pricing with two underlying assets in the regime-switching model (English)
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    30 April 2014
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    lattice method
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    regime-switching model
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    option pricing with two assets
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    weak convergence
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