Bivariate option pricing under regime-switching dependence

Authors

Henry H. Huang, National Central University
Wei Huang Jr.
Howard Qi, Michigan Technological UniversityFollow
Puman Ouyang

Document Type

Article

Publication Date

2012

Publisher's Statement

© 2012 The Institute for Financial Markets. Publisher's version of record can be accessed here.

Publication Title

Review of Futures Markets

Recommended Citation

Huang, H. H., Huang, W., Qi, H., & Ouyang, P. (2012). Bivariate option pricing under regime-switching dependence. Review of Futures Markets, 20(3), 243-265.
Retrieved from: https://digitalcommons.mtu.edu/business-fp/12