A regime switching fractional Black-Scholes model and European option pricing (Q2204497): Difference between revisions

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+https://doi.org/10.1016/j.cnsns.2020.105222
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+W3005491224
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q2781419
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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