Two-State Volatility Transition Pricing and Hedging of TXO Options
| Year of publication: |
2012
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|---|---|
| Authors: | Su, En-Der ; Lin, Feng-Jeng |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 39.2012, 3, p. 259-288
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