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Recently trinomial tree methods have been developed to option pricing under regime-switching models.
Convergence rates of trinomial tree methods for option pricing with regime-switching models
【摘 要】
：
Recently trinomial tree methods have been developed to option pricing under regime-switching models.
【机 构】
：
SchoolofEconomicMathematics
【出 处】
：
The 6th International Conference on Optimization and Control
【发表日期】
：
2015年12期
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