Valuation of correlation options under a stochastic interest rate model with regime switching

DOI10.1007/s11464-017-0608-5zbMath1384.60087OpenAlexW2604091664MaRDI QIDQ1690474

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Publication date: 19 January 2018

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-017-0608-5

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