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Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups Park, Kun Soo; Whitt, Ward, ANNALS OF OPERATIONS RESEARCH, v.211, no.1, pp.357 - 379, 2013-12 |
Markov chain models to estimate the premium for extended hedge fund lockups Park, Kun Soo; Derman, Emanuel; Whitt, Ward, WILMOTT JOURNAL, v.1, no.5-6, pp.263 - 293, 2009-10 |
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