Option pricing under regime-switching jump–diffusion models
2014 ◽
Vol 256
◽
pp. 152-167
◽
Keyword(s):
2020 ◽
Vol 370
◽
pp. 112598
◽
Keyword(s):
2019 ◽
Vol 42
(8)
◽
pp. 2646-2663
◽
2017 ◽
Vol 37
(3)
◽
pp. 3691-3707
◽
Keyword(s):
2010 ◽
Vol 1
(1)
◽
pp. 454-489
◽
Keyword(s):
2015 ◽
Vol 18
(3)
◽
pp. 829-845
◽
Keyword(s):