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~person:"Siu, Tak Kuen"
~isPartOf:"The journal of derivatives : JOD"
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The journal of derivatives : JOD
International journal of theoretical and applied finance
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American option pricing and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
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