Ping Li, Yin Libo. A Copula-based Regime-switching Model for Rainbow Option Pricing. In Lean Yu, Guoxing Zhang, Shouyang Wang, editors, Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012. pages 140-143, IEEE, 2012. [doi]
Abstract is missing.