Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631): Difference between revisions

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Latest revision as of 12:39, 17 July 2024

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Pricing double barrier options under a volatility regime-switching model with psychological barriers
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    Pricing double barrier options under a volatility regime-switching model with psychological barriers (English)
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    30 November 2018
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    double barrier option
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    psychological barrier
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    regime switching
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    Laplace transform
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    delta
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    eigenfunction expansion
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