When to sell a Markov chain asset?
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- Norberg, Ragnar, 2003. "The Markov Chain Market," ASTIN Bulletin, Cambridge University Press, vol. 33(2), pages 265-287, November.
- John van der Hoek & Robert J. Elliott, 2012. "American option prices in a Markov chain market model," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 28(1), pages 35-59, January.
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