Q5033284 (Q5033284): Difference between revisions
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Revision as of 21:34, 21 February 2024
scientific article; zbMATH DE number 7478906
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scientific article; zbMATH DE number 7478906 |
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22 February 2022
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perpetual American option
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jump-diffusion model
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regime-switching model
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finite difference method
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free boundary problem
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discrete maximum principle
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