A new exact solution for pricing European options in a two-state regime-switching economy (Q356242): Difference between revisions

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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Alternative models for stock price dynamics.
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+Information and option pricings
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS
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