OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING (Q5487827): Difference between revisions

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+On the fundamental theorem of asset pricing with an infinite state space
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Option pricing: A simplified approach
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+THE GARCH OPTION PRICING MODEL
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+Option pricing and Esscher transform under regime switching
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+Q5445942
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+State Price Density, Esscher Transforms, and Pricing Options on Stocks, Bonds, and Foreign Exchange Rates
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