Explicit solutions to European options in a regime-switching economy

@article{Mamon2005ExplicitST,
  title={Explicit solutions to European options in a regime-switching economy},
  author={Rogemar S. Mamon and Marianito R. Rodrigo},
  journal={Oper. Res. Lett.},
  year={2005},
  volume={33},
  pages={581-586}
}
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