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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
- POSTECH Authors
- 장봉규
- Date Issued
- 18-Dec-2009
- Publisher
- KMS, AMS
- Article Type
- Conference
- Citation
- 2009 Joint Meeting of the KMS and the AMS, 2009-12-18
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Related Researcher
- 장봉규JANG, BONG GYU
- Dept of Industrial & Management Enginrg