Han, Y., & Kim, G. Efficient Lattice Method for Valuing of Options with Barrier in a Regime Switching Model. Wiley.
Chicago Style (17th ed.) CitationHan, Youngchul, and Geonwoo Kim. Efficient Lattice Method for Valuing of Options with Barrier in a Regime Switching Model. Wiley.
MLA (9th ed.) CitationHan, Youngchul, and Geonwoo Kim. Efficient Lattice Method for Valuing of Options with Barrier in a Regime Switching Model. Wiley.
Warning: These citations may not always be 100% accurate.