"A regime-switching model with the volatility smile for two-asset European ..."

Junseok Kim, Darae Jeong, Dong-Hoon Shin (2014)

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DOI: 10.1016/J.AUTOMATICA.2013.12.019

access: closed

type: Journal Article

metadata version: 2020-02-20

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Junseok Kim, Darae Jeong, Dong-Hoon Shin:
A regime-switching model with the volatility smile for two-asset European options. Autom. 50(3): 747-755 (2014)

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