Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (Q3301076)

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Perpetual American vanilla option pricing under single regime change risk: an exhaustive study
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    Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (English)
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    11 August 2020
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    financial instruments and regulation
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    models of financial markets
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    stochastic processes
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    risk measure and management
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