A Markov chain approximation scheme for option pricing under skew diffusions
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Title
A Markov chain approximation scheme for option pricing under skew diffusions
Authors
Keywords
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Journal
QUANTITATIVE FINANCE
Volume -, Issue -, Pages 1-20
Publisher
Informa UK Limited
Online
2020-07-29
DOI
10.1080/14697688.2020.1781235
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