"Option valuation under a regime-switching constant elasticity of variance ..."

Robert J. Elliott, Leunglung Chan, Tak Kuen Siu (2013)

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DOI: 10.1016/J.AMC.2012.10.047

access: closed

type: Journal Article

metadata version: 2020-02-21

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Robert J. Elliott, Leunglung Chan, Tak Kuen Siu:
Option valuation under a regime-switching constant elasticity of variance process. Appl. Math. Comput. 219(9): 4434-4443 (2013)

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