Continuous-time Markov chain and regime switching approximations with applications to options pricing (Q2337422)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time Markov chain and regime switching approximations with applications to options pricing |
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Continuous-time Markov chain and regime switching approximations with applications to options pricing (English)
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20 November 2019
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continuous-time Markov chain
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options pricing
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path-dependent financial derivatives
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