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. |
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| 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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