Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619): Difference between revisions

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Latest revision as of 07:17, 17 July 2024

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Pricing exotic options in a regime switching economy: a Fourier transform method
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    Pricing exotic options in a regime switching economy: a Fourier transform method (English)
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    9 November 2018
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    regime switching
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    Markov switching
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    Wiener-Hopf factorization
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    option pricing
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