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Discrete-time weak approximation of a Black-Scholes model with drift and volatility Markov switching

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Bibliographic Details
Main Authors:	Golomoziy, Vitaliy, Kladivko, Kamil, Mishura, Yuliya
Format:	Preprint
Published:	2025
Subjects:	Probability Mathematical Finance
Online Access:	Acceder al recurso
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