Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing in a Jump-Diffusion Model with Regime Switching |
scientific article |
Statements
Option Pricing in a Jump-Diffusion Model with Regime Switching (English)
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22 December 2009
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jump-diffusion model
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trinomial tree method
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regime switching
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option pricing
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price of regime switching risk
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