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"Double barrier option under regime-switching exponential mean-reverting ..."
Paul W. Eloe, R. H. Liu, J. Y. Sun (2009)
- Paul W. Eloe
, R. H. Liu, J. Y. Sun:
Double barrier option under regime-switching exponential mean-reverting process. Int. J. Comput. Math. 86(6): 964-981 (2009)
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