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Analytic Formulas for Options in the Schwartz 97 Multifactor Framework with Added Regime Shifts
Christoforidou, Amalia, Ewald, Christian-OliverYear:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2608530
File:
PDF, 580 KB
english, 2015