"Option Pricing for Pure Jump Processes with Markov Switching Compensators."

Robert J. Elliott, Carlton-James U. Osakwe (2006)

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DOI: 10.1007/S00780-006-0004-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Robert J. Elliott, Carlton-James U. Osakwe:
Option Pricing for Pure Jump Processes with Markov Switching Compensators. Finance Stochastics 10(2): 250-275 (2006)

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