Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (Q3193138): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/978-3-319-06653-0_21 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W223496102 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Nonhomogeneous telegraph processes and their application to financial market modeling / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On financial markets based on telegraph processes / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Dynamic hedging of conditional value-at-risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Option pricing when underlying stock returns are discontinuous / rank | |||
Normal rank | |||
Latest revision as of 21:20, 10 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model |
scientific article |
Statements
Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (English)
0 references
15 October 2015
0 references
