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A Unified Framework for Option Pricing with Regime Switching: A Simplex Approach

Title
A Unified Framework for Option Pricing with Regime Switching: A Simplex Approach
Authors
태현욱장봉규
Date Issued
2015-12-17
Publisher
한국금융공학회 등
URI
https://oasis.postech.ac.kr/handle/2014.oak/70154
Article Type
Conference
Citation
2015 한국금융공학회/KRX/한국금융연구원 공동학술발표회, 2015-12-17
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장봉규JANG, BONG GYU
Dept. of Industrial & Management Eng.
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