Open AccessPRICING OF POWER OPTIONS UNDER THE REGIME-SWITCHING MODEL
Author(s) -
Jerim Kim
Publication year - 2014
Publication title -
journal of applied mathematics and computing. series a
Language(s) - English
Resource type - Journals
ISSN - 1598-5857
DOI - 10.14317/jami.2014.665
Subject(s) - laplace transform , monte carlo method , power (physics) , mathematics , asset (computer security) , valuation of options , mathematical optimization , econometrics , mathematical economics , computer science , statistics , mathematical analysis , physics , computer security , quantum mechanics