By Dr Leung Lung Chan

Book Chapters

Chan LL, 2014, 'An Exact Formula for Pricing American Exchange Options with Regime Switching', in Mamon RS; Elliott RJ (ed.), Hidden Markov Models in Finance, Springer, pp. 211 - 226, http://dx.doi.org/10.1007/978-1-4899-7442-6_9

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