A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL

From MaRDI portal
Publication:5265237

DOI10.1142/S0219024915500235zbMath1337.91095MaRDI QIDQ5265237

Tak Kuen Siu, Robert J. Elliott, Leunglung Chan

Publication date: 23 July 2015

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)




Related Items (5)



Cites Work


This page was built for publication: A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL