scientific article; zbMATH DE number 2015362

zbMath1073.91027MaRDI QIDQ4438197

Robert J. Elliott, John Buffington

Publication date: 25 February 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

option pricingBlack-ScholesHidden Markov chain

Mathematics Subject Classification ID

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