Option Pricing Under a Stochastic Interest Rate and Volatility Model with Hidden Markovian Regime-Switching
Crossref DOI link: https://doi.org/10.1007/s10614-017-9754-9
Published Online: 2017-09-22
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhu, Dong-Mei
Lu, Jiejun
Ching, Wai-Ki
Siu, Tak-Kuen
Funding for this research was provided by:
Hong Kong Research Grant Council (17301214)
Text and Data Mining valid from 2017-09-22
Article History
Accepted: 15 September 2017
First Online: 22 September 2017