Option valuation with a discrete-time double Markovian regime-switching model

Tak Kuen Siu, Eric S. Fung & Michael K. Ng

Year of publication:	2011
Authors:	Siu, Tak Kuen ; Fung, Eric S. ; Ng, Michael K.
Published in:	Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 18.2011, 5/6, p. 473-490
Subject:	Optionspreistheorie \| Option pricing theory \| Markov-Kette \| Markov chain

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