A direct solution method for pricing options in regime‐switching models (Q5109976)
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scientific article; zbMATH DE number 7200944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A direct solution method for pricing options in regime‐switching models |
scientific article; zbMATH DE number 7200944 |
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A direct solution method for pricing options in regime‐switching models (English)
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14 May 2020
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concavity
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diffusion
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Markov switching
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optimal stopping
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perpetual options
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