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"Pricing Exotic Options under a High-Order Markovian Regime Switching Model."

Wai-Ki Ching, Tak Kuen Siu, Limin Li (2007)

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DOI: 10.1155/2007/18014

access: open

type: Journal Article

metadata version: 2020-05-21

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  dblp key:
  - journals/jamds/ChingSL07
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  - https://dblp.org/rec/journals/jamds/ChingSL07
Wai-Ki Ching, Tak Kuen Siu, Limin Li:
Pricing Exotic Options under a High-Order Markovian Regime Switching Model. Adv. Decis. Sci. 2007: 18014:1-18014:15 (2007)

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