Option pricing in a regime-switching model using the fast fourier transform

Journal of Applied Mathematics and Stochastic Analysis

Volumn 2006, Issue , 2006, Pages

  Liu, R H ^a   Zhang, Q ^a   Yin, G ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33749524216     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/JAMSA/2006/18109     Document Type: Article

References (28)

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