Asymptotic analysis of option pricing in a Markov modulated market
| Year of publication: |
2009
|
|---|---|
| Authors: | Basu, Arnab ; Ghosh, Mrinal K. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 37.2009, 6, p. 415-420
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