A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646): Difference between revisions

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Latest revision as of 21:14, 29 July 2024

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A semi-analytic valuation of American options under a two-state regime-switching economy
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    A semi-analytic valuation of American options under a two-state regime-switching economy (English)
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    15 August 2022
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    American options
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    regime-switching
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    semi-analytic solution
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    Laplace transform
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