Option pricing and Esscher transform under regime switching (Q665552)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing and Esscher transform under regime switching |
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Option pricing and Esscher transform under regime switching (English)
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5 March 2012
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option pricing
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regime switching
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hidden Markov chain model
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Esscher transform
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MEMM
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