A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models |
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A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (English)
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5 November 2018
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American option
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jump-diffusion model
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regime-switching model
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front-fixing method
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finite element method
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free boundary problem
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