Lookback option pricing for regime-switching jump diffusion...

Lookback option pricing for regime-switching jump diffusion models

Jin, Zhuo, Qian, Linyi
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Volume:
5
Language:
english
Journal:
Mathematical Control and Related Fields
DOI:
10.3934/mcrf.2015.5.237
Date:
April, 2015
File:
PDF, 512 KB
english, 2015
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