Valuation of chooser options with state-dependent risks

Finance Research Letters - Tập 52 - Trang 103527 - 2023
Yu-Min Lian1, Jun-Home Chen2
1Department of Business Administration, Fu Jen Catholic University, No. 510, Zhongzheng Rd., Xinzhuang Dist., New Taipei City, 242062, Taiwan
2Department of Business Administration, National Chin-Yi University of Technology, No. 57, Sec. 2, Zhongshan Rd., Taiping Dist., Taichung, 411030, Taiwan

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