Double barrier option under regime-switching exponential mean-reverting process (Q3636733): Difference between revisions
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Revision as of 15:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Double barrier option under regime-switching exponential mean-reverting process |
scientific article |
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Double barrier option under regime-switching exponential mean-reverting process (English)
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29 June 2009
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double barrier option
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regime-switching
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mean-reverting process
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boundary value problem
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