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"Forward starting options pricing under a regime-switching jump-diffusion ..."
Guohe Deng, Shuai Liu (2024)
- Guohe Deng, Shuai Liu:
Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate. Int. J. Comput. Math. 101(3): 331-356 (2024)
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