Option valuation by a self-exciting threshold binomial model (Q462735): Difference between revisions
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Revision as of 04:32, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option valuation by a self-exciting threshold binomial model |
scientific article |
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Option valuation by a self-exciting threshold binomial model (English)
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21 October 2014
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option valuation
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threshold principle
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self-exciting
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binomial models
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trinomial extensions
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regime switching
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