An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482)
From MaRDI portal
scientific article; zbMATH DE number 6996409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Exact Formula for Pricing American Exchange Options with Regime Switching |
scientific article; zbMATH DE number 6996409 |
Statements
An Exact Formula for Pricing American Exchange Options with Regime Switching (English)
0 references
21 December 2018
0 references
pricing of American exchange options
0 references
continuous-time hidden Markov process
0 references
0 references
0 references
0 references
