Efficiently pricing barrier options in a Markov-switching framework (Q708288): Difference between revisions
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Latest revision as of 01:25, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficiently pricing barrier options in a Markov-switching framework |
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Efficiently pricing barrier options in a Markov-switching framework (English)
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11 October 2010
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Markov switching
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barrier option
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Monte Carlo
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Brownian bridge
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variance reduction
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