Fingerprint
Dive into the research topics of 'Pricing and managing risks of European-style options in a Markovian regime-switching binomial model'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model
Farzad Alavi Fard, Tak Kuen Siu
Research output: Contribution to journal › Article › peer-review
9
Citations
(Scopus)