An integral equation approach for pricing American put options under regime-switching model (Q6176012)
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scientific article; zbMATH DE number 7716403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An integral equation approach for pricing American put options under regime-switching model |
scientific article; zbMATH DE number 7716403 |
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An integral equation approach for pricing American put options under regime-switching model (English)
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25 July 2023
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American put option
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integral equation
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regime-switching model
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free boundary problem
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