Open Journal of Applied Sciences

Vol.5 No.5(2015), Paper ID 56258, 8 pages

DOI:10.4236/ojapps.2015.55019

 

Option Pricing with Markov Switching in Uncertainty Markets

 

Guoshuai Wang, Dianli Zhao

 

College of Science, University of Shanghai for Science and Technology, Shanghai, China
College of Science, University of Shanghai for Science and Technology, Shanghai, China

 

Copyright © 2015 Guoshuai Wang, Dianli Zhao 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


Wang, G. and Zhao, D. (2015) Option Pricing with Markov Switching in Uncertainty Markets. Open Journal of Applied Sciences, 5, 191-198. doi: 10.4236/ojapps.2015.55019.

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