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VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS
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- Journal:
- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 4 / October 2021
- Published online by Cambridge University Press:
- 08 May 2020, pp. 928-941
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PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES
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- Journal:
- The ANZIAM Journal / Volume 59 / Issue 2 / October 2017
- Published online by Cambridge University Press:
- 23 October 2017, pp. 183-199
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