Option valuation under a regime-switching model using the fast fourier transform (Q107510418)
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doctoral thesis of Elham Sohrabi
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option valuation under a regime-switching model using the fast fourier transform |
doctoral thesis of Elham Sohrabi |
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2018
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Option valuation under a regime-switching model using the fast fourier transform (English)
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Sohrabi, Elham
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123 page
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