A semianalytical formula for European options under a hybrid Heston–Cox–Ingersoll–Ross model with regime switching
| Year of publication: |
2019
|
|---|---|
| Authors: | He, Xin‐Jiang ; Chen, Wenting |
| Published in: |
International Journal of Finance & Economics. - Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 26.2019, 1 (30.10.), p. 343-352
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1792 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012189280