An explicit analytic formula for pricing barrier options with regime switching
Crossref DOI link: https://doi.org/10.1007/s11579-014-0119-z
Published Online: 2014-07-27
Published Print: 2015-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chan, Leunglung
Zhu, Song-Ping
Text and Data Mining valid from 2014-07-27