Option pricing under regime switching
- 期刊名称Quantitative Finance
- 作者Duan, Jin-Chuan; Popova, Ivilina; Ritchken, Peter
- 卷第2卷
- 期第2期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小332.75KB
- 发表时间2002-04
- DOI10.1088/1469-7688/2/2/303
- 页码116-132
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