American Options in Regime-Switching Models

American Options in Regime-Switching Models

Boyarchenko, Svetlana, Levendorskii, Sergei
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Volume:
48
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/070682897
Date:
January, 2009
File:
PDF, 318 KB
english, 2009
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