Pricing external barrier options in a regime-switching model (Q1657586)

From MaRDI portal
Revision as of 04:14, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Pricing external barrier options in a regime-switching model
scientific article

    Statements

    Pricing external barrier options in a regime-switching model (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    13 August 2018
    0 references
    external barrier option
    0 references
    regime-switching
    0 references
    first passage time
    0 references
    Sylvester matrix equation
    0 references
    Laplace transform
    0 references
    option price
    0 references

    Identifiers