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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"The European journal of finance"
~subject:"American options"
~subject:"Markov-Kette"
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Pricing and hedging barrier options under a Markov-modulated double exponential
jump
diffusion
-CIR model
Chen, Son-nan
;
Hsu, Pao-Peng
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 330-346
Persistent link: https://www.econbiz.de/10012033703
Saved in:
2
Pricing derivatives with modeling CO2 emission allowance using a regime-switching
jump
diffusion
model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
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