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"Asymptotic analysis of option pricing in a Markov modulated market."

Arnab Basu, Mrinal K. Ghosh (2009)

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DOI: 10.1016/J.ORL.2009.06.005

access: closed

type: Journal Article

metadata version: 2017-05-27

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Arnab Basu, Mrinal K. Ghosh:
Asymptotic analysis of option pricing in a Markov modulated market. Oper. Res. Lett. 37(6): 415-419 (2009)

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