Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (Q3301076): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual American vanilla option pricing under single regime change risk: an exhaustive study |
scientific article |
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Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (English)
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11 August 2020
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financial instruments and regulation
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models of financial markets
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stochastic processes
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risk measure and management
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