A simple approach for pricing equity options with Markov switching state variables

Donald Aingworth, Sanjiv Das () and Rajeev Motwani

Quantitative Finance, 2006, vol. 6, issue 2, 95-105

Date: 2006
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Citations: View citations in EconPapers (15)

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DOI: 10.1080/14697680500511215

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