ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET

DOI10.1142/S0219024912500550zbMath1260.91246OpenAlexW2088233227MaRDI QIDQ4909140

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Publication date: 12 March 2013

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024912500550

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