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Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility

✍ Scribed by Xiaonan Su; Wensheng Wang; Kyo-Shin Hwang

Book ID
116890557
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
240 KB
Volume
82
Category
Article
ISSN
0167-7152

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