Pricing exotic options in a regime switching economy: a Fourier transform method

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Serval ID
serval:BIB_2CF2DC41EF05
Type
Article: article from journal or magazin.
Collection
Publications
Institution
UNIL/CHUV
Title
Pricing exotic options in a regime switching economy: a Fourier transform method
Journal
Review of Derivatives Research
Author(s)
Peter Hieber
Publication state
Published
Issued date
2018
Volume
21
Pages
231-252
Language
english
OAI-PMH
oai:serval.unil.ch:BIB_2CF2DC41EF05
DOI
10.1007/s11147-017-9139-1
Publisher's website
https://doi.org/10.1007/s11147-017-9139-1
Create date
08/09/2021 10:36
Last modification date
19/09/2021 5:36
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