A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A semi-analytic valuation of American options under a two-state regime-switching economy |
scientific article |
Statements
A semi-analytic valuation of American options under a two-state regime-switching economy (English)
0 references
15 August 2022
0 references
American options
0 references
regime-switching
0 references
semi-analytic solution
0 references
Laplace transform
0 references
