Valuing qualitative options with stochastic volatility
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DOI: 10.1080/14697680802629392
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Cited by:
- Kim, Byung-June & Jang, Bong-Gyu, 2021. "Convertible bond valuation with regime switching," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
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Keywords
Stochastic volatility; Regime-switching environment; Alternative investment; Qualitative option; Corridor option;All these keywords.
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