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

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

United As One: 24th International Congress on Insurance: Mathematics and Economics (IME), 05 Temmuz 2021, (Özet Bildiri)

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