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Continuous-time Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups

Continuous-time Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups

저자

Kun Soo Park and Ward Whitt

저널 정보

Annals of Operations Research, 2013, Vol 211 (1), p 357-379

출간연도

2013