Ching, Wai-Ki, Siu, Tak-Kuen, and Li, Li-Min. "Pricing exotic options under a high-order Markovian regime switching model.." Journal of Applied Mathematics and Decision Sciences 2007 (2007): Article ID 18014, 15 p.-Article ID 18014, 15 p.. <http://eudml.org/doc/130546>.
@article{Ching2007,
author = {Ching, Wai-Ki, Siu, Tak-Kuen, Li, Li-Min},
journal = {Journal of Applied Mathematics and Decision Sciences},
language = {eng},
pages = {Article ID 18014, 15 p.-Article ID 18014, 15 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Pricing exotic options under a high-order Markovian regime switching model.},
url = {http://eudml.org/doc/130546},
volume = {2007},
year = {2007},
}
TY - JOUR
AU - Ching, Wai-Ki
AU - Siu, Tak-Kuen
AU - Li, Li-Min
TI - Pricing exotic options under a high-order Markovian regime switching model.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2007
PB - Hindawi Publishing Corporation, New York
VL - 2007
SP - Article ID 18014, 15 p.
EP - Article ID 18014, 15 p.
LA - eng
UR - http://eudml.org/doc/130546
ER -
