Valuing power options under a regime-switching model (Q2923508)

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scientific article; zbMATH DE number 6364150
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English
Valuing power options under a regime-switching model
scientific article; zbMATH DE number 6364150

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    3 November 2014
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    regime switching
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    power options
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    option pricing
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    numerical analysis
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    Valuing power options under a regime-switching model (English)
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