Valuation and optimal strategies for American options under a Markovian regime-switching model (Q6153207)
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scientific article; zbMATH DE number 7819611
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| English | Valuation and optimal strategies for American options under a Markovian regime-switching model |
scientific article; zbMATH DE number 7819611 |
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Valuation and optimal strategies for American options under a Markovian regime-switching model (English)
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16 March 2024
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decision policy
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hidden Markov chain
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optimal strategy
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partially observable Markov decision process
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totally positive of order 2
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