Barrier Option Pricing in Regime Switching Models with Rebates
Crossref DOI link: https://doi.org/10.1007/s10255-024-1053-3
Published Online: 2024-06-05
Published Print: 2024-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhao, Yue-xu
Bao, Jia-yong
Text and Data Mining valid from 2024-06-05
Version of Record valid from 2024-06-05
Article History
Received: 7 January 2022
Accepted: 15 July 2023
First Online: 5 June 2024
Conflict of Interest
: The authors declare no conflict of interest.