Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model

Tak Kuen Siu, Eric S. Fung, Kwok Po NG

Research output: Contribution to journalJournal articlepeer-review

5 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science