On pricing barrier options with regime switching
- 期刊名称Journal of Computational and Applied Mathematics
- 作者Elliott, Robert J.; Siu, Tak Kuen; Chan, Leunglung
- 卷第256卷
- 印刷ISSN0377-0427
- 文件大小434.16KB
- 发表时间2014-1
- DOI10.1016/j.cam.2013.07.034
- 页码196-210
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