Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619)
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scientific article; zbMATH DE number 6975814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing exotic options in a regime switching economy: a Fourier transform method |
scientific article; zbMATH DE number 6975814 |
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Pricing exotic options in a regime switching economy: a Fourier transform method (English)
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9 November 2018
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regime switching
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Markov switching
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Wiener-Hopf factorization
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option pricing
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