Title of article :
Explicit solutions to European options in a regime-switching economy
Author/Authors :
Rogemar S. Mamon، نويسنده , , Marianito R. Rodrigo، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2005
Pages :
6
From page :
581
To page :
586
Keywords :
Black–Scholes PDE , option pricing , Regime-switching model , Markov chain in continuous time
Journal title :
Operations Research Letters
Serial Year :
2005
Journal title :
Operations Research Letters
Record number :
137636
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=137636
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