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]
@inproceedings{LiL12-78,
title = {A Copula-based Regime-switching Model for Rainbow Option Pricing},
author = {Ping Li and Yin Libo},
year = {2012},
doi = {10.1109/BIFE.2012.148},
url = {http://dx.doi.org/10.1109/BIFE.2012.148},
researchr = {https://researchr.org/publication/LiL12-78},
cites = {0},
citedby = {0},
pages = {140-143},
booktitle = {Fifth International Conference on Business Intelligence and Financial Engineering, BIFE 2012, Lanzhou, Gansu, China, August 18-21, 2012},
editor = {Lean Yu and Guoxing Zhang and Shouyang Wang},
publisher = {IEEE},
isbn = {978-1-4673-2092-4},
}