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~person:"Gapeev, Pavel V."
~subject:"Optionspreistheorie"
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Gapeev, Pavel V.
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International journal of theoretical and applied finance
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On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
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