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"Option pricing under a normal mixture distribution derived from the Markov ..."

Harish S. Bhat, Nitesh Kumar (2012)

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DOI: 10.1016/J.EJOR.2012.07.003

access: closed

type: Journal Article

metadata version: 2020-02-21

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Harish S. Bhat, Nitesh Kumar:
Option pricing under a normal mixture distribution derived from the Markov tree model. Eur. J. Oper. Res. 223(3): 762-774 (2012)

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