A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified approach to Bermudan and barrier options under stochastic volatility models with jumps |
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A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (English)
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9 August 2018
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American options
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barrier options
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stochastic volatility
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regime switching
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jump diffusion
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frame projection
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