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Option pricing and Esscher transform under regime switching

✍ Scribed by Robert J. Elliott; Leunglung Chan; Tak Kuen Siu

Book ID: 106332809
Publisher: Springer
Year: 2005
Tongue: English
Weight: 160 KB
Volume: 1
Category: Article
ISSN: 1614-2446
DOI: 10.1007/s10436-005-0013-z

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