"American Options in Regime-Switching Models."

Svetlana Boyarchenko, Sergei Levendorskii (2009)

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DOI: 10.1137/070682897

access: closed

type: Journal Article

metadata version: 2020-07-09

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Svetlana Boyarchenko, Sergei Levendorskii:
American Options in Regime-Switching Models. SIAM J. Control. Optim. 48(3): 1353-1376 (2009)

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