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"Double barrier option under regime-switching exponential mean-reverting ..."

Paul W. Eloe, R. H. Liu, J. Y. Sun (2009)

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DOI: 10.1080/00207160802545874

access: closed

type: Journal Article

metadata version: 2019-11-25

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Paul W. Eloe, R. H. Liu, J. Y. Sun:
Double barrier option under regime-switching exponential mean-reverting process. Int. J. Comput. Math. 86(6): 964-981 (2009)

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