A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924): Difference between revisions

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-.1016/j.cam.2019.06.002
@@ Property / DOI: 10.1016/j.cam.2019.06.002 / rank @@
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@@ Property / Wikidata QID @@
+Q127751711
@@ Property / Wikidata QID: Q127751711 / rank @@
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@@ Property / DOI @@
+.1016/J.CAM.2019.06.002
@@ Property / DOI: 10.1016/J.CAM.2019.06.002 / rank @@
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