Analytical Valuation of Compound Options under Regime-Switching Dynamics
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Published:2021-07-30
Issue:2
Volume:29
Page:120-148
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ISSN:1074-1240
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Container-title:The Journal of Derivatives
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language:en
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Short-container-title:JOD
Author:
Breton Michèle,Ndoye Mbaye
Publisher
Pageant Media US
Subject
Economics and Econometrics,Finance