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A new exact solution for pricing European options in a two-state regime-switching economy
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| Zeitschriftentitel: | Computers & Mathematics with Applications |
|---|---|
| Personen und Körperschaften: | , , |
| In: | Computers & Mathematics with Applications, 64, 2012, 8, S. 2744-2755 |
| Format: | E-Article |
| Sprache: | Englisch |
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Elsevier BV
|
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Zhu, Song-Ping Badran, Alexander Lu, Xiaoping Zhu, Song-Ping Badran, Alexander Lu, Xiaoping |
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Zhu, Song-Ping Badran, Alexander Lu, Xiaoping |
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Zhu, Song-Ping Badran, Alexander Lu, Xiaoping Computers & Mathematics with Applications A new exact solution for pricing European options in a two-state regime-switching economy Computational Mathematics Computational Theory and Mathematics Modeling and Simulation |
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Zhu, Song-Ping Badran, Alexander Lu, Xiaoping 0898-1221 Elsevier BV Computational Mathematics Computational Theory and Mathematics Modeling and Simulation http://dx.doi.org/10.1016/j.camwa.2012.08.005 A new exact solution for pricing European options in a two-state regime-switching economy Computers & Mathematics with Applications |
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A new exact solution for pricing European options in a two-state regime-switching economy |
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A new exact solution for pricing European options in a two-state regime-switching economy |
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A new exact solution for pricing European options in a two-state regime-switching economy |
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A new exact solution for pricing European options in a two-state regime-switching economy |
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A new exact solution for pricing European options in a two-state regime-switching economy |
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A new exact solution for pricing European options in a two-state regime-switching economy |
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a new exact solution for pricing european options in a two-state regime-switching economy |
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Computational Mathematics Computational Theory and Mathematics Modeling and Simulation |
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| spelling | Zhu, Song-Ping Badran, Alexander Lu, Xiaoping 0898-1221 Elsevier BV Computational Mathematics Computational Theory and Mathematics Modeling and Simulation http://dx.doi.org/10.1016/j.camwa.2012.08.005 A new exact solution for pricing European options in a two-state regime-switching economy Computers & Mathematics with Applications |
| spellingShingle | Zhu, Song-Ping, Badran, Alexander, Lu, Xiaoping, Computers & Mathematics with Applications, A new exact solution for pricing European options in a two-state regime-switching economy, Computational Mathematics, Computational Theory and Mathematics, Modeling and Simulation |
| title | A new exact solution for pricing European options in a two-state regime-switching economy |
| title_full | A new exact solution for pricing European options in a two-state regime-switching economy |
| title_fullStr | A new exact solution for pricing European options in a two-state regime-switching economy |
| title_full_unstemmed | A new exact solution for pricing European options in a two-state regime-switching economy |
| title_short | A new exact solution for pricing European options in a two-state regime-switching economy |
| title_sort | a new exact solution for pricing european options in a two-state regime-switching economy |
| title_unstemmed | A new exact solution for pricing European options in a two-state regime-switching economy |
| topic | Computational Mathematics, Computational Theory and Mathematics, Modeling and Simulation |
| url | http://dx.doi.org/10.1016/j.camwa.2012.08.005 |