Closed-Form Option Pricing Formulas for Mean-Reverting...

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Closed-Form Option Pricing Formulas for Mean-Reverting Commodity Prices with Regime-Switching

Christoforidou, Amalia, Ewald, Christian-Oliver
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2606168
File:
PDF, 497 KB
english, 2015
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