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 |
| 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/10009126532