Financial options pricing with regime-switching jump-diffusions (Q2398904)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Financial options pricing with regime-switching jump-diffusions |
scientific article |
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Financial options pricing with regime-switching jump-diffusions (English)
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21 August 2017
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regime-switching jump-diffusions
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option pricing
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three time levels method
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