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Author = Neisy, Abdolsedeh

Number of Articles: 1
Modeling American Option Switching Model Regime and Oil Derivatives

Abdolsedeh Neisy

Volume 16, Issue 47 , July 2011, , Pages 185-204

Abstract
  In this paper we are going to model stocks and derivatives markets by means of recent research work that can be used in Iran and explain some of the market shortages. For this, first we use Markov process properties and economic regimes phenomena for modeling underling asset price (stocks) by dynamic ...  Read More