Additional information is available for the following registered author(s):

• Turalay Kenc
• John Driffill

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Paper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 304.

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Date of creation: 01 Jul 2002
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Handle: RePEc:sce:scecf2:304

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Related research

Keywords: Option pricing regime switching

Find related papers by JEL classification:
C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

This paper has been announced in the following NEP Reports:

• NEP-ALL-2003-10-20 (All new papers)
• NEP-CFN-2003-10-20 (Corporate Finance)
• NEP-FIN-2003-10-20 (Finance)
• NEP-FMK-2003-10-20 (Financial Markets)

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This page was last updated on 2008-9-12.