Valuing power options under a regime-switching model (Q2923508)
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scientific article; zbMATH DE number 6364150
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| English | Valuing power options under a regime-switching model |
scientific article; zbMATH DE number 6364150 |
Statements
3 November 2014
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regime switching
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power options
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option pricing
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numerical analysis
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Valuing power options under a regime-switching model (English)
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0.8642022013664246
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0.851385772228241
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0.8436177968978882
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0.8313263058662415
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