Pricing swing options with regime switching

M. I. M. Wahab; Chi-Guhn Lee

Year of publication:	2011
Authors:	Wahab, M. I. M. ; Lee, Chi-guhn
Published in:	Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 185.2011, p. 139-160
Subject:	Optionspreistheorie \| Option pricing theory \| Markov-Kette \| Markov chain \| Optionsgeschäft \| Option trading \| Black-Scholes-Modell \| Black-Scholes model

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