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About this Physics and Astronomy article
A Closed-form Pricing Formula for Forward Start Options Under a Regime-switching Stochastic Volatility Model by Lin, Sha (author);He, Xin-Jiang (author) is a Physics and Astronomy article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Physics and Astronomy.
- Author
- Lin, Sha (author);He, Xin-Jiang (author)
- Publisher
- Elsevier BV
- Published
- 2021
- Language
- EN
- Field
- Physics and Astronomy (Physical Sciences)