"Financial options pricing with regime-switching jump-diffusions."

Younhee Lee (2014)

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DOI: 10.1016/J.CAMWA.2014.06.015

access: open

type: Journal Article

metadata version: 2021-02-11

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Younhee Lee:
Financial options pricing with regime-switching jump-diffusions. Comput. Math. Appl. 68(3): 392-404 (2014)

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