On a Markov chain approximation method for option pricing with regime switching (Q747024): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Markov chain approximation method for option pricing with regime switching |
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On a Markov chain approximation method for option pricing with regime switching (English)
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22 October 2015
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option pricing
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regime switching
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Markov chain approximation
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