Valuing Options in Regime-Switching Models

Valuing Options in Regime-Switching Models

Bollen, Nicolas P.B
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Volume:
6
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.1998.408011
Date:
January, 1998
File:
PDF, 1.72 MB
english, 1998
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