A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes
Work
Year: 2019
Type: article
Cites: 69
Cited by: 5
Related to: 10
FWCI: 0.784
Citation percentile (by year/subfield): 72.32
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: bronze