Option valuation under a double regime-switching model

Yang Shen, Kun Fan and Tak Kuen Siu

Year of publication:	2014
Authors:	Shen, Yang ; Fan, Kun ; Siu, Tak Kuen
Published in:	The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 5, p. 451-478
Subject:	Optionsgeschäft \| Option trading \| Markov-Kette \| Markov chain \| Kapitalmarkttheorie \| Financial economics

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