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~person:"Bojarčenko, Svetlana I."
~subject:"GARCH"
~subject:"Option pricing theory"
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Bojarčenko, Svetlana I.
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Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
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