Valuing power options under a regime-switching model
SU Xiao-nan1, WANG Wei2, WANG Wen-sheng3
1. School of Mathematics and Statistics, Nanjing Audit University, Nanjing 211815, China; 2. Department of Mathematics, Ningbo University, Ningbo Zhejiang 31521, China; 3. Department of Hangzhou Normal University, Hangzhou 310036, China
SU Xiao-nan, WANG Wei, WANG Wen-sheng. Valuing power options under a regime-switching model[J]. Journal of East China Normal University(Natural Sc, 2013, 2013(6): 32-39.
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