Cite
HARVARD Citation
He, X. et al. (2023). Analytically pricing exchange options with stochastic liquidity and regime switching. Journal of futures markets. 43 (5), pp. 662-676. [Online].
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He, X. et al. (2023). Analytically pricing exchange options with stochastic liquidity and regime switching. Journal of futures markets. 43 (5), pp. 662-676. [Online].