Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
| Year of publication: |
2013
|
|---|---|
| Authors: | Fard, Farzad Alavi ; Siu, Tak Kuen |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824X. - Vol. 9.2013, 3, p. 421-438
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