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1
Hidden Markov Models in Finance : Further Developments and Applications, Volume II
Published 2014
Springer US
Table of Contents:
“
... model for European
option
pricing
-- An exact formula for
pricing
American exchange
options
with regime...
”
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Author: Elliott, Robert J.
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658 - General management
1
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English
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Springer eBooks 2005-
1
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Elliott, Robert J.
Mamon, Rogemar S.
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