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"Option pricing under a Markov modulated model using a cubic B-spline ..."

Geraldine Tour, Désiré Yannick Tangman (2014)

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DOI: 10.1504/IJBIDM.2014.068459

access: closed

type: Journal Article

metadata version: 2020-07-30

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Geraldine Tour, Désiré Yannick Tangman:
Option pricing under a Markov modulated model using a cubic B-spline collocation method. Int. J. Bus. Intell. Data Min. 9(4): 356-370 (2014)

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