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"Explicit solutions to European options in a regime-switching economy."

Rogemar S. Mamon, Marianito R. Rodrigo (2005)

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DOI: 10.1016/J.ORL.2004.12.003

access: closed

type: Journal Article

metadata version: 2019-09-25

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  - journals/orl/MamonR05
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  - https://dblp.org/rec/journals/orl/MamonR05
Rogemar S. Mamon, Marianito R. Rodrigo:
Explicit solutions to European options in a regime-switching economy. Oper. Res. Lett. 33(6): 581-586 (2005)

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