Roh Kum-Hwan

Kum-Hwan Roh

Information about the author Kum-Hwan Roh will soon be added to the site.
Found 1 papers in total
An analytic valuation method for multivariate contingent claims with regime‐switching volatilities
2011
In this paper, we provide an analytic valuation method for European‐type...
Papers per page: