Department of Decision Sciences, HEC Montréal, Montréal, Canada
Fiera Capital Corporation, Montréal, Canada
Department of Decision Sciences, HEC Montréal, Montréal, Canada
Department of Finance, HEC Montréal, Montréal, Canada
Copyright © 2017 Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, Nicolas Papageorgiou et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Rémillard, B. , Hocquard, A. , Lamarre, H. and Papageorgiou, N. (2017) Option Pricing and Hedging for Discrete Time Regime-Switching Models.
Modern Economy,
8, 1005-1032. doi:
10.4236/me.2017.88070.