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Option pricing when the regime-switching risk is priced

✍ Scribed by Tak Kuen Siu; Hailiang Yang

Book ID: 106301344
Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2009
Tongue: English
Weight: 625 KB
Volume: 25
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-008-8803-5

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