Fourier Transform Methods for Regime-Switching Jump-Diffusions and the Pricing of Forward Starting Options
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References listed on IDEAS
- Giuseppe Di Graziano & L. C. G. Rogers, 2009. "Equity with Markov-modulated dividends," Quantitative Finance, Taylor & Francis Journals, vol. 9(1), pages 19-26.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-05-30 (All new papers)
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