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The Pricing and Hedging of an Attainable Claim in a Hybrid Black–Scholes Model under Regime Switching
The Pricing and Hedging of an Attainable Claim in a Hybrid Black–Scholes Model under Regime Switching
2021
Kuanhou Tian
Yanfang Li
Guixin Hu
Keywords:
Mathematical economics
Black–Scholes model
Mathematics
regime switching
Correction
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