We thank the editor and an anonymous referee for their helpful comments. Tak Kuen Siu would like to acknowledge the Discovery Grant from the Australian Research Council (ARC) (project no.: DP1096243).
Option Valuation Under a Double Regime-Switching Model
Article first published online: 28 MAR 2013
© 2013 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 34, Issue 5, pages 451–478, May 2014
How to Cite
Shen, Y., Fan, K. and Siu, T. K. (2014), Option Valuation Under a Double Regime-Switching Model. J. Fut. Mark., 34: 451–478. doi: 10.1002/fut.21613
- Issue published online: 1 APR 2014
- Article first published online: 28 MAR 2013
- Manuscript Accepted: 1 FEB 2013
- Manuscript Received: 1 SEP 2012
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