A markov modulated financial model (Q4385218)

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scientific article; zbMATH DE number 1140174
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A markov modulated financial model
scientific article; zbMATH DE number 1140174

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    A markov modulated financial model (English)
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    3 April 2000
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    options pricing
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    random environment
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    devaluation
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    binomial formula
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    Black-Scholes formula
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