Pricing double barrier options under a volatility regime-switching model with psychological barriers
2017 ◽
Vol 20
(3)
◽
pp. 255-280
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Keyword(s):
2016 ◽
Vol 2016
◽
pp. 1-14
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Keyword(s):
2015 ◽
Vol 53
◽
pp. 123-143
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Keyword(s):
2012 ◽
Vol 4
(1)
◽
pp. 52-68
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Keyword(s):
2006 ◽
Vol 23
(4)
◽
pp. 569-578
◽
Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model
2011 ◽
Vol 2
(4)
◽
pp. 314