A hidden Markov regime-switching model for option valuation
| Year of publication: |
2010
|
|---|---|
| Authors: | Liew, Chuin Ching ; Siu, Tak Kuen |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 47.2010, 3, p. 374-385
|