Derivative pricing models with regime switching: A general approach

Journal of Derivatives

Volumn 13, Issue 1, 2005, Pages 41-47

  Edwards, Craig ^a  

^a Advanced Research Center at State Street Global Advisors ^*  (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84967660910     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.2005.580516     Document Type: Article

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