A simple approach for pricing equity options with Markov switching state variables
| Year of publication: |
2006
|
|---|---|
| Authors: | Aingworth, Donald ; Das, Sanjiv ; Motwani, Rajeev |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 6.2006, 2, p. 95-105
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| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005462648