Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532): Difference between revisions

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-.1016/j.insmatheco.2008.05.002
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@@ Property / cites work @@
+On the fundamental theorem of asset pricing with an infinite state space
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+.1016/J.INSMATHECO.2008.05.002
@@ Property / DOI: 10.1016/J.INSMATHECO.2008.05.002 / rank @@
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+Publication:2518532