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Communications in Statistics - Theory and Methods Volume 49, 2020 - Issue 24
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Original Articles

Option pricing based on a regime switching dividend process

HuaHui YanSchool of Mathematics, Shanghai University of Finance and Economics, Shanghai, P.R. China; View further author information
,
Qihong ChenSchool of Mathematics, Shanghai University of Finance and Economics, Shanghai, P.R. China; View further author information
&
HuiSheng ShuDepartment of Applied Mathematics, Donghua University, Shanghai, P.R. ChinaCorrespondence[email protected]
View further author information
Pages 5964-5974 | Received 13 Dec 2017, Accepted 24 May 2019, Published online: 24 Jun 2019

References

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