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An FFT approach for option pricing under a regime-switching stochastic interest rate model
Fan, Kun, Shen, Yang, Siu, Tak Kuen, Wang, RongmingLanguage:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2015.1100740
Date:
June, 2016
File:
PDF, 443 KB
english, 2016