Explicit solutions to European options in a regime-switching economy (Q813961)
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scientific article; zbMATH DE number 5003051
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions to European options in a regime-switching economy |
scientific article; zbMATH DE number 5003051 |
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Explicit solutions to European options in a regime-switching economy (English)
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2 February 2006
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Black-Scholes PDE
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option pricing
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Markov chain in continuous time
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