Pricing of power options under the regime-switching model (Q2927968)
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scientific article; zbMATH DE number 6366084
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of power options under the regime-switching model |
scientific article; zbMATH DE number 6366084 |
Statements
5 November 2014
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power option
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regime-switching model
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option pricing
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Laplace transform
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Pricing of power options under the regime-switching model (English)
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