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~subject:"American options"
~subject:"Markov-Kette"
~isPartOf:"International review of economics & finance : IREF"
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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
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