A markov modulated financial model (Q4385218)
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scientific article; zbMATH DE number 1140174
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A markov modulated financial model |
scientific article; zbMATH DE number 1140174 |
Statements
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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0.7891405820846558
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0.7862189412117004
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0.768786609172821
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0.7617401480674744
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0.7544687986373901
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