EconPapers    
Economics at your fingertips  
 

Pricing exotic options under regime switching

Phelim Boyle and Thangaraj Draviam

Insurance: Mathematics and Economics, 2007, vol. 40, issue 2, 267-282

Date: 2007
References: Add references at CitEc
Citations: View citations in EconPapers (39)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-6687(06)00072-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:40:y:2007:i:2:p:267-282

Access Statistics for this article

Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

More articles in Insurance: Mathematics and Economics from Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

 
Page updated 2024-12-28
Handle: RePEc:eee:insuma:v:40:y:2007:i:2:p:267-282