A Range-Based Finite Difference Approach to Valuing Options in Markov Switching Regimes*
| Year of publication: |
2005
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|---|---|
| Authors: | Balsara, Nauzer ; Vidozzi, Andrea ; Vidozzi, Luca |
| Published in: |
The engineering economist : a journal devoted to the problems of capital investment ; a joint publication of the Engineering Economy Division of the American Society for Engineering Education and American Institute of Industrial Engineers. - Hoboken, NJ, ISSN 0013-791X, ZDB-ID 240476x. - Vol. 50.2005, 3, p. 231-246
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