A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing

From MaRDI portal
Publication:4562481

DOI10.1007/978-1-4899-7442-6_8zbMath1418.91539OpenAlexW1928347920MaRDI QIDQ4562481

Tak Kuen Siu

Publication date: 21 December 2018

Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4899-7442-6_8




Related Items (10)



Cites Work




This page was built for publication: A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing