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Journal of Applied Mathematics
Volume 2013 (2013), Article ID 621371, 9 pages
Pricing Options with Credit Risk in Markovian Regime-Switching Markets
1College of Sciences, Minzu University of China, Beijing 100081, China
2College of Sciences, Hebei University of Technology, Tianjin 300401, China
Received 16 February 2013; Revised 16 May 2013; Accepted 20 May 2013
Academic Editor: Shan Zhao
Copyright © 2013 Jinzhi Li and Shixia Ma. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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