European option pricing with market frictions, regime switches and model uncertainty

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Publication:6152695

DOI10.1016/J.INSMATHECO.2023.08.008MaRDI QIDQ6152695FDOQ6152695


Authors: Tak Kuen Siu Edit this on Wikidata


Publication date: 13 February 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)





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