A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (Q3155280): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Normal rank
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+Option pricing: A simplified approach
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+Q5574548
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+An explicit solution to an optimal stopping problem with regime switching
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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