Double barrier option under regime-switching exponential mean-reverting process, Paul W. Eloe, R. H. Liu, J. Y. Sun
Paul W. Eloe

Optimal selling rules in a regime-switching exponential Gaussian diffusion model, Paul W. Eloe, R. H. Liu, Masako Yatsuki
Paul W. Eloe

Upper and lower solutions for regime-switching diffusions with applications in financial mathematics, Paul W. Eloe, R. H. Liu
Paul W. Eloe

Upper and lower solutions for regime-switching diffusions with applications in financial mathematics, Paul W. Eloe, R. H. Liu
Mathematics Faculty Publications

Double barrier option under regime-switching exponential mean-reverting process, Paul W. Eloe, R. H. Liu, J. Y. Sun
Mathematics Faculty Publications

Optimal selling rules in a regime-switching exponential Gaussian diffusion model, Paul W. Eloe, R. H. Liu, Masako Yatsuki
Mathematics Faculty Publications