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A Range-Based Finite Difference Approach to Valuing Options in Markov Switching Regimes*

✍ Scribed by Balsara, Nauzer J.; Vidozzi, Andrea; Vidozzi, Luca

Book ID: 126573885
Publisher: Taylor and Francis Group
Year: 2005
Tongue: English
Weight: 166 KB
Volume: 50
Category: Article
ISSN: 0013-791X
DOI: 10.1080/00137910590961108

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