Binomial Tree Method for American Options in a Regime Switching Model
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2016 ◽
Vol 2016
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pp. 1-14
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2020 ◽
Vol 10
(3)
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pp. 499-519
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A risk-based approach for pricing American options under a generalized Markov regime-switching model
2011 ◽
Vol 11
(11)
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pp. 1633-1646
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2012 ◽
Vol 4
(1)
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pp. 52-68
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