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A new exact solution for pricing European options in a two-state regime-switching economy
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Journal Title: | Computers & Mathematics with Applications |
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Authors and Corporations: | , , |
In: | Computers & Mathematics with Applications, 64, 2012, 8, p. 2744-2755 |
Type of Resource: | E-Article |
Language: | English |
published: |
Elsevier BV
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Subjects: |