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Journal: Mathematics, 2024
Volume: 12
Number: 2667
Article:
Closed-Form Formula for the Conditional Moment-Generating Function Under a Regime-Switching, Nonlinear Drift CEV Process, with Applications to Option Pricing
Authors:
by
Kittisak Chumpong, Khamron Mekchay, Fukiat Nualsri and Phiraphat Sutthimat
Link:
https://www.mdpi.com/2227-7390/12/17/2667
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