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Option valuation under a regime-switching constant elasticity of variance process

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

Book ID: 119187037
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 220 KB
Volume: 219
Category: Article
ISSN: 0096-3003
DOI: 10.1016/j.amc.2012.10.047

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