A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models

Siu, Tak kuen

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Authors

Siu, Tak kuen

Date

2008

Type

Journal Article

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Citation

Siu, T.K. 2008. A Game theoretic Approach to Option Valuation Under Markovian Regime-Switching Models. Insurance: Mathematics and Economics. 42 (3): pp. 1146-1158.

Source Title

Insurance: Mathematics and Economics