A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models

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A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models

Bibliographic Details
Main Author:	Siu, Tak kuen
Other Authors:	Prof. Dr.-Ing. V. Ulbricht
Format:	Journal Article
Published:	Elsevier Science 2008
Online Access:	http://hdl.handle.net/20.500.11937/12986

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