A Discrete Time Valuation of Callable Financial Securities with Regime Switches

Kimitoshi Sato, Katsushige Sawaki. A Discrete Time Valuation of Callable Financial Securities with Regime Switches. In BegoƱa Vitoriano, Fernando Valente, editors, ICORES 2013 - Proceedings of the 2nd International Conference on Operations Research and Enterprise Systems, Barcelona, Spain, 16-18 February, 2013. pages 225-229, SciTePress, 2013. [doi]

Authors

Kimitoshi Sato

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Katsushige Sawaki

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