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Elliott, Robert J., Siu, Tak Kuen, Chan, Leunglung (2014) On pricing barrier options with regime switching. Journal of Computational and Applied Mathematics, 256. 196-210 doi:10.1016/j.cam.2013.07.034

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Reference TypeJournal (article/letter/editorial)
TitleOn pricing barrier options with regime switching
JournalJournal of Computational and Applied Mathematics
AuthorsElliott, Robert J.Author
Siu, Tak KuenAuthor
Chan, LeunglungAuthor
Year2014 (January)Volume256
PublisherElsevier BV
DOIdoi:10.1016/j.cam.2013.07.034Search in ResearchGate
Generate Citation Formats
Mindat Ref. ID9498545Long-form Identifiermindat:1:5:9498545:8
GUID0
Full ReferenceElliott, Robert J., Siu, Tak Kuen, Chan, Leunglung (2014) On pricing barrier options with regime switching. Journal of Computational and Applied Mathematics, 256. 196-210 doi:10.1016/j.cam.2013.07.034
Plain TextElliott, Robert J., Siu, Tak Kuen, Chan, Leunglung (2014) On pricing barrier options with regime switching. Journal of Computational and Applied Mathematics, 256. 196-210 doi:10.1016/j.cam.2013.07.034
In(n.d.) Journal of Computational and Applied Mathematics Vol. 256. Elsevier BV

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