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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
7-Nov-2009
Publisher
한국재무관리학회(KFMA)
URI
http://oasis.postech.ac.kr/handle/2014.oak/59859
Article Type
Conference
Citation
2009 추계 정기학술연구발표회, 2009-11-07
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장봉규JANG, BONG GYU
Dept of Industrial & Management Enginrg
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