Browse "RIMS Collection" by Subject First-passage-time model

Showing results 1 to 1 of 1

1
A first-passage-time model under regime-switching market environment

Kim M.A.; Jang B.-G.; Lee H.-S., JOURNAL OF BANKING & FINANCE, v.32, no.12, pp.2617 - 2627, 2008

Discover

Type

Open Access

Date issued

. next

Subject

. next

rss_1.0 rss_2.0 atom_1.0