Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets
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Publication:5424402
DOI10.1007/0-387-71163-5_4zbMath1311.91178OpenAlexW159368019MaRDI QIDQ5424402
Anatoliy Swishchuk, Robert J. Elliott
Publication date: 5 November 2007
Published in: International Series in Operations Research & Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/0-387-71163-5_4
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