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Closed-Form Solutions for Perpetual American Put Options with Regime Switching

✍ Scribed by Zhang, Q.; Guo, X.

Book ID: 118193381
Publisher: Society for Industrial and Applied Mathematics
Year: 2004
Tongue: English
Weight: 254 KB
Volume: 64
Category: Article
ISSN: 0036-1399
DOI: 10.1137/s0036139903426083

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