Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model

David Liu; Lei Zhang

Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model

Department of Financial and Actuarial Mathematics

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	197-210
Journal	Int. J. Financial Markets and Derivatives
Publication status	Published - 2011

Cite this

Liu, D., & Zhang, L. (2011). Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model. Int. J. Financial Markets and Derivatives, 197-210.