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Title Author/Creator Date Full Text Reviewed
Add Option pricing when the regime-switching risk is priced Siu, Tak Kuen; Yang, Hailiang 2009 — Reviewed
Add Option pricing under threshold autoregressive models by threshold Esscher transform Siu, Tak Kuen; Tong, Howell; Yang, Hailiang 2006 Full Text Reviewed
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  • 010300 Numerical and Computational Mathematics (1)
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option valuation
Yang, Hailiang

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