| 标题 |
Pricing vulnerable extremum options in a Markov regime-switching Heston's model and stochastic interest rate |
| 网址 | |
| DOI | |
| 其它 |
期刊:Journal of Computational and Applied Mathematics 作者:Guohe Deng; Yurong Xie 出版日期:2026-01-01 |
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(2025-6-4)