Locally risk minimizing pricing of Asian option in a semi-Markov modulated market (Q6131986): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 07:30, 10 July 2024
scientific article; zbMATH DE number 7834392
Language | Label | Description | Also known as |
---|---|---|---|
English | Locally risk minimizing pricing of Asian option in a semi-Markov modulated market |
scientific article; zbMATH DE number 7834392 |
Statements
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market (English)
0 references
18 April 2024
0 references
regime switching model
0 references
Asian option
0 references
locally risk minimizing pricing
0 references