Pricing Energy QuantoOptions: A Regime-switching Framework with Stochastic Interest Rates

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BENTH F. E., DEELSTRA G., KOZPINAR S.

The 19thConference of the Applied Stochastic Models and Data Analysis InternationalSociety (ASMDA2021) and Demographics2021 Workshop, 01 Haziran 2021, (Özet Bildiri)

• Yayın Türü: Bildiri / Özet Bildiri
• Ankara Üniversitesi Adresli: Hayır