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"Option pricing under regime-switching jump-diffusion models."

Massimo Costabile et al. (2014)

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DOI: 10.1016/J.CAM.2013.07.046

access: open

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/jcam/CostabileLMR14
Massimo Costabile, Arturo Leccadito, Ivar Massabò, Emilio Russo:
Option pricing under regime-switching jump-diffusion models. J. Comput. Appl. Math. 256: 152-167 (2014)

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