An analytic valuation method for multivariate contingent claims with regime-switching volatilities
| Year of publication: |
2011
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|---|---|
| Authors: | Yoon, Ji Hee ; Jang, Bong-Gyu ; Roh, Kum-Hwan |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 39.2011, 3, p. 180-188
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