"Asymptotic expansions of option price under regime-switching diffusions ..."

Gang George Yin (2009)

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DOI: 10.3233/ASY-2009-0953

access: closed

type: Journal Article

metadata version: 2020-09-06

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Gang George Yin:
Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process. Asymptot. Anal. 65(3-4): 203-222 (2009)

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