Option pricing in a Black-Scholes Model with Markov Switching

Cheng-Der Fuh, Inchi Hu, Ren-Her Wang

Research output: Contribution to conference › Conference Paper

Original language	English
Publication status	Published - 2004
Event	The 4th International Conference on Financial Engineering and Statistical Finance - Duration: 1 Jan 2004 → 1 Jan 2004

Conference	The 4th International Conference on Financial Engineering and Statistical Finance
Period	1/01/04 → 1/01/04

Access to Document

@conference{35a78f1a046d4c1dbdfdcec7b2deabca,

title = "Option pricing in a Black-Scholes Model with Markov Switching",

author = "Cheng-Der Fuh and Inchi Hu and Ren-Her Wang",

year = "2004",

language = "English",

note = "The 4th International Conference on Financial Engineering and Statistical Finance ; Conference date: 01-01-2004 Through 01-01-2004",

}