Recombining tree for regime-switching model algorithm and weak convergence

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Bibliographische Detailangaben
Veröffentlicht in:	Stochastic analysis, stochastic systems, and applications to finance
1. Verfasser:	Liu, Rui Hua (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2011
Schlagworte:	Aufsatz im Buch
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