Option pricing under regime-switching jump–diffusion models

Option pricing under regime-switching jump–diffusion models

Costabile, Massimo, Leccadito, Arturo, Massabó, Ivar, Russo, Emilio
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Volume:
256
Language:
english
Journal:
Journal of Computational and Applied Mathematics
DOI:
10.1016/j.cam.2013.07.046
Date:
January, 2014
File:
PDF, 511 KB
english, 2014
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