Option pricing in a regime switching stochastic volatility model
Biswas, Arunangshu, Goswami, Anindya, Overbeck, LudgerLanguage:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2018.02.056
Date:
March, 2018
File:
PDF, 389 KB
english, 2018