Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics (Q3097537)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics |
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Upper and Lower Solutions for Regime-Switching Diffusions with Applications in Financial Mathematics (English)
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10 November 2011
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regime-switching diffusion
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boundary value problem
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double barrier option
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selling rule
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