Option price computation under binary control regime switching triple-factor stochastic volatility model

dc.title: Option price computation under binary control regime switching triple-factor stochastic volatility model dc.contributor.author: PHILIP A.B; O.O. UGBEBOR; M. E EGWE dc.description.abstract: "This study presents an efficient pricing framework for European call options under a binary control regime that switches to a triple-factor stochastic volatility model, tailored for recessionary and…