An explicit analytic formula for pricing barrier options...

Mathematics and Financial Economics 2015 / 1 Vol. 9; Iss. 1

An explicit analytic formula for pricing barrier options with regime switching

Chan, Leunglung, Zhu, Song-Ping
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
9
Language:
english
Journal:
Mathematics and Financial Economics
DOI:
10.1007/s11579-014-0119-z
Date:
January, 2015
File:
PDF, 168 KB
english, 2015
Conversion to is in progress
Conversion to is failed