A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230): Difference between revisions

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Latest revision as of 01:15, 6 July 2024

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A new tree method for pricing financial derivatives in a regime-switching mean-reverting model
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    A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (English)
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    28 December 2012
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    numerical methods for stochastic nonlinear systems
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    regime-switching mean-reverting model
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    binomial tree
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    financial derivative
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