A numerical analysis of American options with regime switching (Q618604): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical analysis of American options with regime switching |
scientific article |
Statements
A numerical analysis of American options with regime switching (English)
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16 January 2011
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American option
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free boundary problem
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finite element method
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lattice method
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regime switching
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