Pricing external barrier options in a regime-switching...

Journal of Economic Dynamics and Control 2015 / 04 Vol. 53

Pricing external barrier options in a regime-switching model

Kim, Jerim, Kim, Jeongsim, Joo Yoo, Hyun, Kim, Bara
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Volume:
53
Language:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2015.02.007
Date:
April, 2015
File:
PDF, 551 KB
english, 2015
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