Double barrier option under regime-switching exponential mean-reverting process (Q3636733)
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scientific article; zbMATH DE number 5571408
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| English | Double barrier option under regime-switching exponential mean-reverting process |
scientific article; zbMATH DE number 5571408 |
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Double barrier option under regime-switching exponential mean-reverting process (English)
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29 June 2009
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double barrier option
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regime-switching
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mean-reverting process
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boundary value problem
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0.8425245881080627
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0.836948037147522
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0.833652675151825
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0.8271012306213379
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0.8243155479431152
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