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scientific article; zbMATH DE number 2015362
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scientific article; zbMATH DE number 2015362

    Statements

    author
    John Buffington
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    Robert J. Elliott
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    publication date
    25 February 2004
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    zbMATH Keywords
    option pricing
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    Black-Scholes
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    Hidden Markov chain
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    Identifiers

    zbMATH DE Number
    2015362
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