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ORCID"Closed-Form Solutions for Perpetual American Put Options with Regime ..."
Qing Zhang, Xin Guo (2004)
- Qing Zhang, Xin Guo:
Closed-Form Solutions for Perpetual American Put Options with Regime Switching. SIAM J. Appl. Math. 64(6): 2034-2049 (2004)
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