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scientific article; zbMATH DE number 5172395

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Publication:5297395
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zbMATH Open1127.91035MaRDI QIDQ5297395

Author name not available (Why is that?)

Publication date: 18 July 2007



Title of this publication is not available (Why is that?)


zbMATH Keywords

geometric Brownian motionregime-switching


Mathematics Subject Classification ID

Stochastic programming (90C15)



Related Items (4)

Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function ⋮ Stochastic optimization algorithms for pricing American put options under regime-switching models ⋮ Title not available (Why is that?) ⋮ Primal-Dual Active Set Method for American Lookback Put Option Pricing






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