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scientific article; zbMATH DE number 7656355
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 7656355 |
Statements
22 February 2023
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perpetual American option
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jump-diffusion model
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regime-switching model
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finite difference method
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discrete maximum principle
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0.8233732581138611
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0.819581925868988
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0.8121863603591919
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0.8112748265266418
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