A new exact solution for pricing European options in a two-state regime-switching economy

✍ Scribed by Zhu, Song-Ping; Badran, Alexander; Lu, Xiaoping

• Book ID: 119211515
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 406 KB
• Volume: 64
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/j.camwa.2012.08.005