Pricing exotic options under regime switching (Q995503)
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scientific article; zbMATH DE number 5186580
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing exotic options under regime switching |
scientific article; zbMATH DE number 5186580 |
Statements
Pricing exotic options under regime switching (English)
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3 September 2007
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Asian options
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lookback options
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regime switching
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0.8685740232467651
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0.8501871228218079
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0.8382879495620728
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0.8340119123458862
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