A Lattice Approach to Pricing of Multivariate Contingent Claims with Regime Switching
| Year of publication: |
2009
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|---|---|
| Authors: | Wahab, M.I.M. ; Lee, Chi-Guhn |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 17.2009, 1, p. 49-61
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