Work

Valuing Options in Regime-Switching Models

Year: 1998

Type: article

Source: The Journal of Derivatives

DOI: 10.3905/jod.1998.408011

Author: Nicolas P.B. Bollen

Institution: University of Utah

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2159479369

FWCI: 2.224

Cites: 19

Cited by: 232

Related to: 10