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"A tree approach to options pricing under regime-switching jump diffusion ..."

R. H. Liu, D. Nguyen (2015)

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DOI: 10.1080/00207160.2015.1073266

access: closed

type: Journal Article

metadata version: 2017-05-28

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R. H. Liu, D. Nguyen:
A tree approach to options pricing under regime-switching jump diffusion models. Int. J. Comput. Math. 92(12): 2575-2595 (2015)

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