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"Option pricing with regime switching by trinomial tree method."

Fei Lung Yuen, Hailiang Yang (2010)

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DOI: 10.1016/J.CAM.2009.09.019

access: open

type: Journal Article

metadata version: 2021-02-16

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  - journals/jcam/LungYuenY10
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  - https://dblp.org/rec/journals/jcam/LungYuenY10
Fei Lung Yuen, Hailiang Yang:
Option pricing with regime switching by trinomial tree method. J. Comput. Appl. Math. 233(8): 1821-1833 (2010)

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