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"A lattice-based approach to option and bond valuation under mean-reverting ..."
Z. Ahmadi, Seyed Mohammad Hosseini, Ali Foroush Bastani (2020)
- Z. Ahmadi, Seyed Mohammad Hosseini, Ali Foroush Bastani:
A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes. J. Comput. Appl. Math. 363: 156-170 (2020)
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