No label defined (Q5297394)
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scientific article; zbMATH DE number 5172394
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5172394 |
Statements
18 July 2007
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Markov chain
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Markov-modulated process
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regime-switching model
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European options
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implied volatility
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