An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching

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Veröffentlicht in:Journal of economic dynamics & control
1. Verfasser: He, Xin-Jiang (VerfasserIn)
Weitere Verfasser: Zhu, Song-Ping (VerfasserIn)
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Sprache:eng
Veröffentlicht: October 2016
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