"A new exact solution for pricing European options in a two-state ..."

Song-Ping Zhu, Alexander Badran, Xiaoping Lu (2012)

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DOI: 10.1016/J.CAMWA.2012.08.005

access: open

type: Journal Article

metadata version: 2021-02-11

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Song-Ping Zhu, Alexander Badran, Xiaoping Lu:
A new exact solution for pricing European options in a two-state regime-switching economy. Comput. Math. Appl. 64(8): 2744-2755 (2012)

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