Closed‐form approximated pricing of multivariate derivatives under switching regime models

Author(s):  
Alexander Alvarez ◽  
Atousa Assadi ◽  
Kai Liu
Keyword(s):  

2010 ◽  
Vol E93-B (12) ◽  
pp. 3461-3468 ◽  
Author(s):  
Bing LUO ◽  
Qimei CUI ◽  
Hui WANG ◽  
Xiaofeng TAO ◽  
Ping ZHANG


2013 ◽  
Vol 40 (2) ◽  
pp. 106-114
Author(s):  
J. Venetis ◽  
Aimilios (Preferred name Emilios) Sideridis


Author(s):  
Matthew B. DeGostin ◽  
Arata Nakajo ◽  
George J. Nelson ◽  
Brice N. Cassenti ◽  
Aldo A. Peracchio ◽  
...  


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