Efficiently pricing barrier options in a Markov-switching...

Efficiently pricing barrier options in a Markov-switching framework

Peter Hieber, Matthias Scherer
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Volume:
235
Year:
2010
Language:
english
Pages:
7
DOI:
10.1016/j.cam.2010.06.021
File:
PDF, 326 KB
english, 2010
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