A first-passage-time model under regime-switching market environment
| Year of publication: |
2008
|
|---|---|
| Authors: | Kim, Mi Ae ; Jang, Bong-Gyu ; Lee, Ho-Seok |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 12, p. 2617-2627
|