Pricing exotic options under a high-order Markovian regime switching model.

Ching, Wai-Ki; Siu, Tak-Kuen; Li, Li-Min

Journal of Applied Mathematics and Decision Sciences (2007)

  • Volume: 2007, page Article ID 18014, 15 p.-Article ID 18014, 15 p.
  • ISSN: 2090-3359

How to cite

top

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 -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.