Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes
| Year of publication: |
2013
|
|---|---|
| Authors: | Elliott, Robert J. ; Siu, Tak Kuen |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 20.2013, 1 (1.3.), p. 1-25
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