Option Pricing for Pure Jump Processes with Markov Switching Compensators.
| Autor: | Elliott, Robert J.1 relliott@ucalgary.ca, Osakwe, Carlton-James U.1 carlton.osakwe@haskayne.ucalgary.ca |
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| Zdroj: | Finance & Stochastics. 2006, Vol. 10 Issue 2, p250-275. 26p. 3 Charts. |
| Databáze: | Business Source Ultimate |
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