Pricing exotic options under regime switching
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Publication:995503
DOI10.1016/J.INSMATHECO.2006.05.001zbMath1141.91420OpenAlexW2095201842MaRDI QIDQ995503
Thangaraj Draviam, Phelim P. Boyle
Publication date: 3 September 2007
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.05.001
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