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Date: 2013
Subject Keyword: 010200 Applied Mathematics
Language: eng
Resource Type: book
Identifier: http://hdl.handle.net/1959.14/310167
Description: 243 page(s)
Date: 2011
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/164933
Description: This article develops an option valuation model in the context of a discrete-time double Markovian regime-switching (DMRS) model with innovations having a generic distribution. The DMRS model is more ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/136065
Description: Estimating and forecasting the unobservable states of an economy are important and practically relevant topics in economics. Central bankers and regulators can use information about the market expecta ... More
Reviewed: Reviewed
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