Work

Regime-switching Recombining Tree for Option Pricing

Year: 2010

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024910005863

Author: R. H. LIU

Institution: University of Dayton

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1990726440

FWCI: 5.015

Cites: 26

Cited by: 68

Related to: 10