Option pricing when the regime-switching risk is priced /
Siu, Tak Kuen.
Yang, Hailiang.
Lau, John W.
University of St. Andrews.School of Economics and Finance.
University of St. Andrews.Centre for Research into Industry, Enterprise, Finance and the Firm.
St. Andrews : School of Economics and Finance, University of St. Andrews,
[2007]
Title from cover.
Includes bibliographical references.
Options (Finance)
Capital assets pricing model.