On regime-switching European option pricing

Article Properties
  • Language
    English
  • DOI (url)
    10.1080/23322039.2023.2203439
  • Publication Date
    2023/04/23
  • Journal
    Cogent Economics & Finance
  • Indian UGC (journal)
  • Refrences
    30
  • Sebastian Kaweto Kalovwe School of Mathematics, University of Nairobi, Nairobi, Kenya
  • Joseph Ivivi Mwaniki School of Business,Department of Accounting,Finance & Economics, KCA University-Kenya, Nairobi, Kenya
  • Richard Onyino Simwa School of Business,Department of Accounting,Finance & Economics, KCA University-Kenya, Nairobi, Kenya
Cite
Kalovwe, Sebastian Kaweto, et al. “On Regime-Switching European Option Pricing”. Cogent Economics &Amp; Finance, vol. 11, no. 1, 2023, https://doi.org/10.1080/23322039.2023.2203439.
Kalovwe, S. K., Mwaniki, J. I., & Simwa, R. O. (2023). On regime-switching European option pricing. Cogent Economics &Amp; Finance, 11(1). https://doi.org/10.1080/23322039.2023.2203439
Kalovwe SK, Mwaniki JI, Simwa RO. On regime-switching European option pricing. Cogent Economics & Finance. 2023;11(1).
Journal Categories
Social Sciences
Economic theory
Demography
Social Sciences
Economic theory
Demography
Economics as a science
Social Sciences
Finance
Refrences
Title Journal Journal Categories Citations Publication Date
Option pricing under regime-switching models: Novel approaches removing path-dependence Insurance: Mathematics and Economics
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 12 2019
Bayesian analysis of garch option pricing models 2003
An analysis of nikkei 225 option pricing by a garch model 2000
Empirical study of nikkei 225 option with markov switching garch model 2010
Stochastic processes, optimization, and control theory: Applications in financial engineering, queueing networks, and manufacturing systems 2006