A RECOMBINING TREE METHOD FOR OPTION PRICING WITH STATE-DEPENDENT SWITCHING RATES (Q2800054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A RECOMBINING TREE METHOD FOR OPTION PRICING WITH STATE-DEPENDENT SWITCHING RATES |
scientific article |
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A RECOMBINING TREE METHOD FOR OPTION PRICING WITH STATE-DEPENDENT SWITCHING RATES (English)
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14 April 2016
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regime-switching models
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recombining trees
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option pricing
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jump diffusions
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