Cite
HARVARD Citation
Lin, S. et al. (2021). A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model. Chaos, solitons and fractals. p. . [Online].
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Lin, S. et al. (2021). A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model. Chaos, solitons and fractals. p. . [Online].