Option Pricing by Using Markov Regime Switching and Artificial Neural Network

Lei Zhang, David Liu

Research output: Contribution to conference › Paper › peer-review

Original languageEnglish
Publication statusPublished - 2010
EventQuantitative Methods in Finance (QMF) Conference 2010 - Sydney, Australia
Duration: 1 Oct 2010 → …

Conference

ConferenceQuantitative Methods in Finance (QMF) Conference 2010
Country/TerritoryAustralia
CitySydney
Period1/10/10 → …

Cite this