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Optimal switching decisions under stochastic volatility with fast mean reversion
Tsekrekos, Andrianos E.
;
Yannacopoulos, Athanasios N.
- In:
European journal of operational research : EJOR
251
(
2016
)
1
,
pp. 148-157
Persistent link: https://www.econbiz.de/10011446242
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