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~person:"Chan, Leunglung"
~subject:"Derivative"
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Saddlepoint approximations to option price in a
regime-switching
model
Zhang, Mengzhe
;
Chan, Leunglung
- In:
Annals of finance
12
(
2016
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10011555421
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