A moment approach to bounding exotic options under regime switching
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Publication:3145039
DOI10.1080/02331934.2012.684796zbMath1259.91083MaRDI QIDQ3145039
Michael Jong Kim, Roy H. Kwon, Jonathan Y. Li
Publication date: 13 December 2012
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331934.2012.684796
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