Pricing swing options with regime switching
Year of publication: |
2011
|
---|---|
Authors: | Wahab, M. I. M. ; Lee, Chi-guhn |
Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 185.2011, p. 139-160
|
Subject: | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Black-Scholes-Modell | Black-Scholes model |
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