Barrier Option Pricing in Regime Switching Models with Rebates

Yue-xu ZHAO, Jia-yong BAO

Acta Mathematicae Applicatae Sinica(English Series) ›› 2024, Vol. 40 ›› Issue (3) : 846-861.

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Acta Mathematicae Applicatae Sinica(English Series) ›› 2024, Vol. 40 ›› Issue (3) : 846-861. DOI: 10.1007/s10255-024-1053-3
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Barrier Option Pricing in Regime Switching Models with Rebates

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica(English Series), 2024, 40(3): 846-861 https://doi.org/10.1007/s10255-024-1053-3

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