On pricing and hedging options in regime-switching models with feedback effect

Robert J. Elliott; Tak Kuen Siu; Alexandru Badescu

Year of publication:	2011
Authors:	Elliott, Robert J. ; Siu, Tak Kuen ; Badescu, Alexandru
Published in:	Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 35.2011, 5, p. 694-713
Subject:	Derivat \| Derivative \| Hedging \| Optionspreistheorie \| Option pricing theory

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