"Option valuation by a self-exciting threshold binomial model."

Fei Lung Yuen, Tak Kuen Siu, Hailiang Yang (2013)

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DOI: 10.1016/J.MCM.2012.07.014

access: open

type: Journal Article

metadata version: 2021-02-17

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Fei Lung Yuen, Tak Kuen Siu, Hailiang Yang:
Option valuation by a self-exciting threshold binomial model. Math. Comput. Model. 58(1-2): 28-37 (2013)

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