✦ LIBER ✦

REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK

✍ Scribed by DRIFFILL, JOHN; KENC, TURALAY; SOLA, MARTIN

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Option pricing when the regime-switching

✍ Tak Kuen Siu; Hailiang Yang 📂 Article 📅 2009 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 625 KB

Option pricing under regime switching

✍ Duan, Jin Chuan (author);Popova, Ivilina (author);Ritchken, Peter (author) 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 333 KB

Option pricing under regime switching

✍ Duan, Jin Chuan (author);Popova, Ivilina (author);Ritchken, Peter (author) 📂 Article 📅 2002 🏛 Taylor and Francis Group 🌐 English ⚖ 333 KB

Option pricing with regime switching by

✍ Fei Lung Yuen; Hailiang Yang 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 575 KB

Option pricing and Esscher transform und

✍ Robert J. Elliott; Leunglung Chan; Tak Kuen Siu 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 160 KB

Methods for Pricing American Options und

✍ Huang, Y.; Forsyth, P. A.; Labahn, G. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 406 KB