Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134): Difference between revisions
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Latest revision as of 13:10, 27 June 2024
scientific article; zbMATH DE number 5219780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching |
scientific article; zbMATH DE number 5219780 |
Statements
Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (English)
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12 December 2007
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option pricing
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parameter estimation
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Black-Scholes method
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