Good-Deal Bounds in a Regime-Switching Diffusion Market
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- repec:spr:mathme:v:86:y:2017:i:1:d:10.1007_s00186-017-0588-y is not listed on IDEAS
- Dirk Becherer & Klebert Kentia, 2016. "Hedging under generalized good-deal bounds and model uncertainty," Papers 1607.04488, arXiv.org, revised Apr 2017.
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