Pricing Derivatives Incorporating Structural Market Changes and in Time Correlation (Q3548737)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Derivatives Incorporating Structural Market Changes and in Time Correlation |
scientific article |
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Pricing Derivatives Incorporating Structural Market Changes and in Time Correlation (English)
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17 December 2008
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Black-Scholes
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Markov modulated model
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time correlation
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