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American Options in Regime-Switching Models

✍ Scribed by Boyarchenko, Svetlana; Levendorskii, Sergei

Book ID: 118204804
Publisher: Society for Industrial and Applied Mathematics
Year: 2009
Tongue: English
Weight: 318 KB
Volume: 48
Category: Article
ISSN: 0363-0129
DOI: 10.1137/070682897

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