A tree approach to options pricing under regime-switching jump diffusion models

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Publication:2804506

DOI10.1080/00207160.2015.1073266zbMath1335.91106OpenAlexW1824079376MaRDI QIDQ2804506

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Publication date: 29 April 2016

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2015.1073266



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