European Option Pricing with an Irreversible Self-Exciting Regime-Switching Model
- Title
- European Option Pricing with an Irreversible Self-Exciting Regime-Switching Model
- Authors
- 장봉규; 이승규; 김경태
- POSTECH Authors
- 장봉규
- Date Issued
- 26-May-2011
- Publisher
- 대한산업공학회,한국경영과학회
- URI
- http://oasis.postech.ac.kr/handle/2014.oak/59838
- Article Type
- Conference
- Citation
- 2011 대한산업공학회/한국경영과학회 춘계공동학술대회, 2011-05-26
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- There are no files associated with this item.
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