Option pricing with regime switching by trinomial tree method (Q2654191): Difference between revisions
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Revision as of 08:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with regime switching by trinomial tree method |
scientific article |
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Option pricing with regime switching by trinomial tree method (English)
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15 January 2010
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trinomial method
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regime switching
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option pricing
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exotic options
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hedging risk of regime switching
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