Pricing double-barrier option with processes depending on various states of the economy (Q5046814)
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scientific article; zbMATH DE number 7613953
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing double-barrier option with processes depending on various states of the economy |
scientific article; zbMATH DE number 7613953 |
Statements
Pricing double-barrier option with processes depending on various states of the economy (English)
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9 November 2022
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closed-form approximation
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double-barrier option
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regime switching
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