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An Analytic Valuation Method for Multivariate Contingent Claims with Regime-Switching Volatilities

Title
An Analytic Valuation Method for Multivariate Contingent Claims with Regime-Switching Volatilities
Authors
장봉규노금환윤지희
POSTECH Authors
장봉규
Date Issued
18-Dec-2009
Publisher
KMS, AMS
URI
http://oasis.postech.ac.kr/handle/2014.oak/59857
Article Type
Conference
Citation
2009 Joint Meeting of the KMS and the AMS, 2009-12-18
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장봉규JANG, BONG GYU
Dept of Industrial & Management Enginrg
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