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"Closed-Form Expression of Geometric Brownian Motion with Regime-Switching ..."

Cheng-Yu Fang et al. (2023)

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DOI: 10.3390/SYM15030575

access: open

type: Journal Article

metadata version: 2023-05-17

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  dblp key:
  - journals/symmetry/FangLSC23
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  - https://dblp.org/rec/journals/symmetry/FangLSC23
Cheng-Yu Fang, Yue Liu, Zhi-Yan Shi, Cong Chen:
Closed-Form Expression of Geometric Brownian Motion with Regime-Switching and Its Applications to European Option Pricing. Symmetry 15(3): 575 (2023)

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