Pricing exotic options in a regime switching economy: a Fourier transform method
Crossref DOI link: https://doi.org/10.1007/s11147-017-9139-1
Published Online: 2017-09-25
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Hieber, Peter http://orcid.org/0000-0001-5189-5308
License valid from 2017-09-25