Option pricing based on a regime switching dividend process (Q5078079)
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scientific article; zbMATH DE number 7529996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing based on a regime switching dividend process |
scientific article; zbMATH DE number 7529996 |
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Option pricing based on a regime switching dividend process (English)
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20 May 2022
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option pricing
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hidden Markov chain
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discrete dividend
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regime switching
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jump diffusion model
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