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Q5027046 - MaRDI portal

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scientific article; zbMATH DE number 7468926
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English
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scientific article; zbMATH DE number 7468926

    Statements

    author
    Jerim Kim
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    Eyunghee Kim
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    Changki Kim
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    publication date
    3 February 2022
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    zbMATH Keywords
    barrier option
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    step-up option
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    option pricing
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    Laplace transform
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    regime switching
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    multi-barriers
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    Identifiers

    zbMATH DE Number
    7468926
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