A tree approach to options pricing under regime-switching jump diffusion models (Q2804506)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tree approach to options pricing under regime-switching jump diffusion models |
scientific article |
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A tree approach to options pricing under regime-switching jump diffusion models (English)
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29 April 2016
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option pricing
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regime-switching model
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trinomial tree
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stochastic approximation
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financial derivatives
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