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Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/89558
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dc.contributor.authorElliott, R.-
dc.contributor.authorSiu, T.-
dc.contributor.authorChan, L.-
dc.date.issued2014-
dc.identifier.citationJournal of Computational and Applied Mathematics, 2014; 256:196-210-
dc.identifier.issn0377-0427-
dc.identifier.issn1879-1778-
dc.identifier.urihttp://hdl.handle.net/2440/89558-
dc.description.abstractAbstract not available-
dc.description.statementofresponsibilityRobert J. Elliott, Tak Kuen Siu, Leunglung Chan-
dc.language.isoen-
dc.publisherElsevier-
dc.rights© 2013 Elsevier B.V. All rights reserved.-
dc.source.urihttp://dx.doi.org/10.1016/j.cam.2013.07.034-
dc.subjectBarrier option; Regime switching model; Fundamental matrix solution; Integral representation; Free boundary problem-
dc.titleOn pricing barrier options with regime switching-
dc.typeJournal article-
dc.identifier.doi10.1016/j.cam.2013.07.034-
pubs.publication-statusPublished-
Appears in Collections:Aurora harvest 2
Mathematical Sciences publications

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