Option pricing when the regime-switching risk is priced

Tak Kuen Siu; Hailiang Yang; John W. Lau

Year of publication:	2007
Authors:	Siu, Tak Kuen ; Yang, Hailiang ; Lau, John W.
Publisher:	St. Andrews : CRIEFF
Subject:	Optionspreistheorie \| Option pricing theory \| Risikoprämie \| Risk premium \| Stochastischer Prozess \| Stochastic process \| Martingal \| Martingale \| Theorie \| Theory

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