Option valuation by a self-exciting threshold binomial model (Q462735): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Q4905685
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+Option pricing: A simplified approach
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+An explicit finite difference approach to the pricing of barrier options
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+Information and option pricings
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Option pricing and Esscher transform under regime switching
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+A game theoretic approach to option valuation under Markovian regime-switching models
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+A simple approach for pricing equity options with Markov switching state variables
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