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Properties of American Options Under a Semi-Markov Modulated Black-Scholes Model
Takada, Kouki
Dimitrov, Marko
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. MAM.
ORCID iD:
0000-0002-8337-9479
Jin, Lu
Ni, Ying
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. MAM.
ORCID iD:
0000-0002-0835-7536
2024 (English)
In:
Data Analysis and Related Applications 3: Theory and Practice – New Approaches / [ed] Yiannis Dimotikalis; Christos H. Skiadas, John Wiley & Sons, 2024
Chapter in book (Refereed)
Place, publisher, year, edition, pages
John Wiley & Sons, 2024.
National Category
Probability Theory and Statistics
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URN:
urn:nbn:se:mdh:diva-66528
ISBN:
9781786309624 (print)
OAI: oai:DiVA.org:mdh-66528
DiVA, id:
diva2:1855433
Available from:
2024-04-30
Created:
2024-04-30
Last updated:
2024-04-30
Bibliographically approved
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Dimitrov, Marko
Ni, Ying
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ieee
modern-language-association-8th-edition
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ieee
modern-language-association-8th-edition
vancouver
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de-DE
en-GB
en-US
fi-FI
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nn-NB
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