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PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING.

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Title: PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING.
Authors: YOUSUF, M.1 (AUTHOR) myousuf@kfupm.edu.sa, KHALIQ, A. Q. M.2 (AUTHOR) Abdul.Khaliq@mtsu.edu
Source: International Journal of Theoretical & Applied Finance. Jun-Aug2023, Vol. 26 Issue 4/5, p1-21. 21p.
Database: Mathematics Source
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Theoretical+%26+Applied+Finance%22">International Journal of Theoretical & Applied Finance</searchLink>. Jun-Aug2023, Vol. 26 Issue 4/5, p1-21. 21p.
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        Value: 10.1142/S021902492350019X
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      – Code: eng
        Text: English
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        PageCount: 21
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      – TitleFull: PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING.
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              Text: Jun-Aug2023
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              Y: 2023
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              Value: 26
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            – TitleFull: International Journal of Theoretical & Applied Finance
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