A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lattice method for option pricing with two underlying assets in the regime-switching model |
scientific article |
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A lattice method for option pricing with two underlying assets in the regime-switching model (English)
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30 April 2014
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lattice method
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regime-switching model
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option pricing with two assets
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weak convergence
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