A reduced lattice model for option pricing under regime-switching

Author: Costabile Massimo   Leccadito Arturo   Massabó Ivar   Russo Emilio  

Publisher: Springer Publishing Company

ISSN: 0924-865X

Source: Review of Quantitative Finance and Accounting, Vol.42, Iss.4, 2014-05, pp. : 667-690

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