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Journal: Symmetry, 2023
Volume: 15
Number: 575
Article:
Closed-Form Expression of Geometric Brownian Motion with Regime-Switching and Its Applications to European Option Pricing
Authors:
by
Cheng-Yu Fang, Yue Liu, Zhi-Yan Shi and Cong Chen
Link:
https://www.mdpi.com/2073-8994/15/3/575
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