OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR

From MaRDI portal
Publication:5420701

DOI10.1142/S0219024914500204zbMath1410.91445MaRDI QIDQ5420701

Ahmed S. Hamada, Robert J. Elliott

Publication date: 13 June 2014

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




Related Items (1)




Cites Work




This page was built for publication: OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR