Computing American option price under regime switching with rationality parameter (Q520865)
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scientific article; zbMATH DE number 6701768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing American option price under regime switching with rationality parameter |
scientific article; zbMATH DE number 6701768 |
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Computing American option price under regime switching with rationality parameter (English)
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6 April 2017
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American regime-switching option pricing
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rational exercise
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partial differential system
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weighted finite difference scheme
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numerical analysis
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computing
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