A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646)
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scientific article; zbMATH DE number 7571886
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| English | A semi-analytic valuation of American options under a two-state regime-switching economy |
scientific article; zbMATH DE number 7571886 |
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A semi-analytic valuation of American options under a two-state regime-switching economy (English)
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15 August 2022
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American options
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regime-switching
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semi-analytic solution
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Laplace transform
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