American Options in Regime-Switching Models (Q3566967)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American Options in Regime-Switching Models |
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American Options in Regime-Switching Models (English)
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10 June 2010
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optimal stopping
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American options
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regime switching
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Lévy processes
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stochastic volatility models
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stochastic interest rate models
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