Pricing exotic options under a high-order Markovian regime switching model.
Ching, Wai-Ki ; Siu, Tak-Kuen ; Li, Li-Min
Journal of Applied Mathematics and Decision Sciences, Tome 2007 (2007), / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
DOI : https://doi.org/10.1155/2007/18014
EUDML-ID : urn:eudml:doc:130546 
@article{05304395,
     title = {Pricing exotic options under a high-order Markovian regime switching model.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {2007},
     year = {2007},
     doi = {10.1155/2007/18014},
     zbl = {1170.91372},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05304395}
}

Ching, Wai-Ki; Siu, Tak-Kuen; Li, Li-Min. Pricing exotic options under a high-order Markovian regime switching model.. Journal of Applied Mathematics and Decision Sciences, Tome 2007 (2007) . doi : 10.1155/2007/18014. http://gdmltest.u-ga.fr/item/05304395/