Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665): Difference between revisions

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Latest revision as of 01:54, 10 July 2024

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Convergence rates of trinomial tree methods for option pricing under regime-switching models
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    Convergence rates of trinomial tree methods for option pricing under regime-switching models (English)
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    6 May 2015
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    option pricing
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    trinomial tree methods
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    convergence rates
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    regime switching
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