Cite
HARVARD Citation
Fan, K. et al. (2017). An FFT approach for option pricing under a regime-switching stochastic interest rate model. Communications in statistics. 46 (11), pp. 5292-5310. [Online].
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Fan, K. et al. (2017). An FFT approach for option pricing under a regime-switching stochastic interest rate model. Communications in statistics. 46 (11), pp. 5292-5310. [Online].