Pricing exotic options under regime switching (Q995503): Difference between revisions

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+Q4845603
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+Information and option pricings
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Analysis of time series subject to changes in regime
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+Autoregressive conditional heteroskedasticity and changes in regime
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+A Regime-Switching Model of Long-Term Stock Returns
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+Q5480304
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+Q3779956
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+Option pricing when underlying stock returns are discontinuous
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
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