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Quantitative Finance Volume 19, 2019 - Issue 3
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Research Papers

On pricing barrier control in a regime-switching regulated market

Zheng HanSchool of Business, University of Kansas, Lawrence, KS66045, USAView further author information
,
Yaozhong HuDepartment of Mathematical and Statistical Sciences, University of Alberta, Edmonton, AlbertaT6G 2G1, CanadaView further author information
&
Chihoon LeeSchool of Business, Stevens Institute of Technology, Hoboken, NJ07030, USACorrespondence[email protected]
View further author information
Pages 491-499 | Received 23 Sep 2016, Accepted 18 May 2018, Published online: 01 Aug 2018

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Kailin Ding, Zhenyu Cui & Yongjin Wang. (2021) A Markov chain approximation scheme for option pricing under skew diffusions. Quantitative Finance 21:3, pages 461-480.
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Articles from other publishers (1)

Yizhou Bai & Cheng Xue. (2021) An empirical study on the regulated Chinese agricultural commodity futures market based on skew Ornstein-Uhlenbeck model. Research in International Business and Finance 57, pages 101405.
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