REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING |
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REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (English)
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11 August 2010
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regime-switching model
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recombining tree
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option pricing
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stochastic volatility
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