Home >> Applied Mathematical Finance, Volume 18, Number 6
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Volume 18, Number 6, 1 December 2011

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Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model
pp. 473-490(18)
Authors: Siu, Tak Kuen; Fung, Eric S.; Ng, Michael K.

Good-Deal Bounds in a Regime-Switching Diffusion Market
pp. 491-515(25)
Author: Donnelly, Catherine

Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model
pp. 517-535(19)
Authors: Forde, Martin; Jacquier, Antoine

The British Put Option
pp. 537-563(27)
Authors: Peskir, Goran; Samee, Farman

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