Vulnerable European Option Pricing in a Markov Regime-Switching Heston Model with Stochastic Interest Rate
2019 ◽
Vol 97
(3)
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pp. 638-655
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2017 ◽
Vol 53
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pp. 555-586
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Vol 46
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pp. 5292-5310
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2010 ◽
Vol 171-172
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pp. 787-790
2016 ◽
Vol 249
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pp. 359-377
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Vol 01
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pp. 98-108
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