A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646): Difference between revisions
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Revision as of 06:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semi-analytic valuation of American options under a two-state regime-switching economy |
scientific article |
Statements
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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