A Unified Framework for Option Pricing with Regime Switching: A Simplex Approach
- A Unified Framework for Option Pricing with Regime Switching: A Simplex Approach
- 태현욱; 장봉규
- POSTECH Authors
- Date Issued
- 한국금융공학회 등
- Article Type
- 2015 한국금융공학회/KRX/한국금융연구원 공동학술발표회, 2015-12-17
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