Pricing S&P500 barrier put option of American type...

International Journal of Financial Engineering 2019 / 06 Vol. 6; Iss. 2

Pricing S&P500 barrier put option of American type under Heston–CIR model with regime-switching

Mehrdoust, Farshid, Noorani, Idin
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Volume:
6
Language:
english
Journal:
International Journal of Financial Engineering
DOI:
10.1142/s2424786319500142
Date:
June, 2019
File:
PDF, 405 KB
english, 2019
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