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ORCID"Option valuation by a self-exciting threshold binomial model."
Fei Lung Yuen, Tak Kuen Siu, Hailiang Yang (2013)
- Fei Lung Yuen
, Tak Kuen Siu, Hailiang Yang:
Option valuation by a self-exciting threshold binomial model. Math. Comput. Model. 58(1-2): 28-37 (2013)
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