Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under regime-switching models: novel approaches removing path-dependence |
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Option pricing under regime-switching models: novel approaches removing path-dependence (English)
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17 June 2019
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option pricing
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regime-switching models
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hidden Markov models
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Esscher transform
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path-dependence
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