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PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME-SWITCHING MARKETS
Agostino Capponi, José E. Figueroa-López, Jeffrey NisenVolume:
aop
Year:
2012
Language:
english
Pages:
1
DOI:
10.1111/j.1467-9965.2012.00533.x
File:
PDF, 885 KB
english, 2012