Good-Deal Bounds in a Regime-Switching Diffusion Market

Applied Mathematical Finance 2011 / 12 Vol. 18; Iss. 6

Good-Deal Bounds in a Regime-Switching Diffusion Market

Donnelly, Catherine
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Volume:
18
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486x.2011.591156
Date:
December, 2011
File:
PDF, 332 KB
english, 2011
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