Numerical schemes for option pricing in regime-switching jump diffusion models

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Veröffentlicht in:International journal of theoretical and applied finance
Weitere Verfasser: Florescu, Ionuţ (BerichterstatterIn), Liu, Rui Hua (BerichterstatterIn), Mariani, Maria Cristina (BerichterstatterIn), Sewell, Granville (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 2013
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