"On pricing barrier options with regime switching."

Robert J. Elliott, Tak Kuen Siu, Leunglung Chan (2014)

Details and statistics

DOI: 10.1016/J.CAM.2013.07.034

access: open

type: Journal Article

metadata version: 2021-02-16

a service of  Schloss Dagstuhl - Leibniz Center for Informatics