Title of article
Explicit solutions to European options in a regime-switching economy
Author/Authors
Rogemar S. Mamon، نويسنده , , Marianito R. Rodrigo، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2005
Pages
6
From page
581
To page
586
Keywords
Black–Scholes PDE , option pricing , Regime-switching model , Markov chain in continuous time
Journal title
Operations Research Letters
Serial Year
2005
Journal title
Operations Research Letters
Record number
137636
Link To Document