%0 Journal Article %A Nicolas P.B. Bollen %T Valuing Options in Regime-Switching Models %D 1998 %R 10.3905/jod.1998.408011 %J The Journal of Derivatives %P 38-49 %V 6 %N 1 %U https://jod.pm-research.com/content/iijderiv/6/1/38.full.pdf