Double barrier option under regime-switching exponential mean-reverting process (Q3636733): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1080/00207160802545874 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2118270541 / rank | |||
Normal rank |
Revision as of 15:19, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Double barrier option under regime-switching exponential mean-reverting process |
scientific article |
Statements
Double barrier option under regime-switching exponential mean-reverting process (English)
0 references
29 June 2009
0 references
double barrier option
0 references
regime-switching
0 references
mean-reverting process
0 references
boundary value problem
0 references