Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model |
scientific article |
Statements
Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (English)
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20 December 2010
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Esscher transform
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option pricing
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regime switching
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vulnerable option
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