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Company, Rafael, Egorova, Vera, Jódar, Lucas, Vázquez, Carlos (2016) Computing American option price under regime switching with rationality parameter. Computers & Mathematics with Applications, 72. 741-754 doi:10.1016/j.camwa.2016.05.026

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Reference TypeJournal (article/letter/editorial)
TitleComputing American option price under regime switching with rationality parameter
JournalComputers & Mathematics with Applications
AuthorsCompany, RafaelAuthor
Egorova, VeraAuthor
Jódar, LucasAuthor
Vázquez, CarlosAuthor
Year2016 (August)Volume72
PublisherElsevier BV
DOIdoi:10.1016/j.camwa.2016.05.026Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID6576913Long-form Identifiermindat:1:5:6576913:3
GUID0
Full ReferenceCompany, Rafael, Egorova, Vera, Jódar, Lucas, Vázquez, Carlos (2016) Computing American option price under regime switching with rationality parameter. Computers & Mathematics with Applications, 72. 741-754 doi:10.1016/j.camwa.2016.05.026
Plain TextCompany, Rafael, Egorova, Vera, Jódar, Lucas, Vázquez, Carlos (2016) Computing American option price under regime switching with rationality parameter. Computers & Mathematics with Applications, 72. 741-754 doi:10.1016/j.camwa.2016.05.026
In(n.d.) Computers & Mathematics with Applications Vol. 72. Elsevier BV

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