Regime Switching Black-Scholes Model Selection with Implications for Option Pricing
Author | : Philipp A. Orth |
Publisher | : |
Total Pages | : 106 |
Release | : 2006 |
ISBN-10 | : OCLC:71269636 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Regime Switching Black-Scholes Model Selection with Implications for Option Pricing by : Philipp A. Orth
Download or read book Regime Switching Black-Scholes Model Selection with Implications for Option Pricing written by Philipp A. Orth and published by . This book was released on 2006 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt: