Showing results 4 to 5 of 5
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| Title | Author(s) | Issue Date | |
|---|---|---|---|
Pricing currency options under two-factor Markov-modulated stochastic volatility models Journal:Insurance: Mathematics and Economics | 2008 | ||
Pricing participating products under a generalized jump-diffusion model Journal:Journal of Applied Mathematics and Stochastic Analysis | 2008 |