Foreign exchange option pricing under regime switching with asymmetrical jumps
Keyword(s):
2014 ◽
Vol 44
(4)
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pp. 755-789
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2016 ◽
Vol 19
(02)
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pp. 1650012
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Keyword(s):
2015 ◽
Vol 12
(2)
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pp. 529-541
Keyword(s):
Keyword(s):
2017 ◽
Vol 53
(2)
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pp. 555-586
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