Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Farshid Mehrdoust, Idin Noorani, Juho Kanniainen. Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. Mathematics and Computers in Simulation, 215:228-269, January 2024. [doi]