Pricing foreign equity options with regime-switching
Kun Fan; Yang Shen; Tak Kuen Siu; Rongming Wang
| Year of publication: |
2014
|
|---|---|
| Authors: | Fan, Kun ; Shen, Yang ; Siu, Tak Kuen ; Wang, Rongming |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 37.2014, p. 296-305
|
| Subject: | Foreign equity option | Regime-switching | Mean-reversion | Fast Fourier transform | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010417689