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"Multi-regime foreign exchange rate model: Calibration and pricing."

Ziqing Zhang (2024)

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DOI: 10.1016/J.MATCOM.2024.01.008

access: closed

type: Journal Article

metadata version: 2024-05-31

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Ziqing Zhang:
Multi-regime foreign exchange rate model: Calibration and pricing. Math. Comput. Simul. 220: 204-218 (2024)

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