Explicit solutions to European options in a regime-switching economy
| Year of publication: |
2005
|
|---|---|
| Authors: | Mamon, Rogemar S. ; Rodrigo, Marianito R. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 7207359. - Vol. 33.2005, 6, p. 581-586
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