American options in regime-switching models (Q3566967)
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scientific article; zbMATH DE number 5719704
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American options in regime-switching models |
scientific article; zbMATH DE number 5719704 |
Statements
American Options in Regime-Switching Models (English)
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10 June 2010
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optimal stopping
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American options
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regime switching
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Lévy processes
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stochastic volatility models
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stochastic interest rate models
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0.8695557117462158
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0.8512125611305237
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0.8470543622970581
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0.8445389866828918
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0.8352383375167847
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