Pricing dynamic fund protections with regime switching (Q896790): Difference between revisions
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| Property / author: Lin-Yi Qian / rank | |||
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| Property / author: Rong-Ming Wang / rank | |||
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| Property / author: Lin-Yi Qian / rank | |||
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| Property / author | |||
| Property / author: Rong-Ming Wang / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.cam.2015.11.012 / rank | |||
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| Property / OpenAlex ID: W2200824777 / rank | |||
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Revision as of 23:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing dynamic fund protections with regime switching |
scientific article |
Statements
Pricing dynamic fund protections with regime switching (English)
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14 December 2015
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dynamic fund protection
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martingale technique
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Markov chain approximation
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