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Alexander Badran
Publication Activity (10 Years)
Years Active: 2012-2012
Publications (10 Years): 0
Top Topics
Exact Solution
Financial Markets
Computationally Challenging
Column Generation
Top Venues
Comput. Math. Appl.
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Publications
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Song-Ping Zhu
,
Alexander Badran
,
Xiaoping Lu
A new exact solution for pricing European options in a two-state regime-switching economy.
Comput. Math. Appl.
64 (8) (2012)