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» Pricing Options and Variance Swaps in Markov-Modulated Brownian and Fractional Brownian Markets
Pricing Options and Variance Swaps in Markov-Modulated Brownian and Fractional Brownian Markets
Authors
Anatoliy Swishchuk
Elliott, Robert
Link/URL
http://www.math.ucalgary.ca/%7Easwish/elliottswpaper1.pdf
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