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A First-Passage -Time Model Under Regime-Switching Market Environment

Title
A First-Passage -Time Model Under Regime-Switching Market Environment
Authors
장봉규
Date Issued
2008-10-10
URI
https://oasis.postech.ac.kr/handle/2014.oak/51096
Article Type
Conference
Citation
2008 4th East Asia SIAM conference, 2008-10-10
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장봉규JANG, BONG GYU
Dept. of Industrial & Management Eng.
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