Kimitoshi Sato, Katsushige Sawaki. A Discrete Time Valuation of Callable Financial Securities with Regime Switches. In Begoña 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]
@inproceedings{SatoS13-2, title = {A Discrete Time Valuation of Callable Financial Securities with Regime Switches}, author = {Kimitoshi Sato and Katsushige Sawaki}, year = {2013}, doi = {10.5220/0004201402250229}, url = {http://dx.doi.org/10.5220/0004201402250229}, researchr = {https://researchr.org/publication/SatoS13-2}, cites = {0}, citedby = {0}, pages = {225-229}, booktitle = {ICORES 2013 - Proceedings of the 2nd International Conference on Operations Research and Enterprise Systems, Barcelona, Spain, 16-18 February, 2013}, editor = {Begoña Vitoriano and Fernando Valente}, publisher = {SciTePress}, isbn = {978-989-8565-40-2}, }