A construction of equivalent martingale measures in a regime-switching model
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Publication:3461111
DOI10.3969/J.ISSN.1005-3085.2015.04.001zbMATH Open1340.91038MaRDI QIDQ3461111FDOQ3461111
Authors: Pan Zhao, Qingxian Xiao 
Publication date: 15 January 2016
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