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Option Pricing With Markov-Modulated Dynamics

✍ Scribed by Jobert, A.; Rogers, L. C. G.

Book ID: 118204675
Publisher: Society for Industrial and Applied Mathematics
Year: 2006
Tongue: English
Weight: 190 KB
Volume: 44
Category: Article
ISSN: 0363-0129
DOI: 10.1137/050623279

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