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European option pricing with market frictions, regime switches and model uncertainty - MaRDI portal

European option pricing with market frictions, regime switches and model uncertainty

From MaRDI portal
Publication:6152695

DOI10.1016/j.insmatheco.2023.08.008MaRDI QIDQ6152695

Tak Kuen Siu

Publication date: 13 February 2024

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)






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