Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (Q3193138): Difference between revisions
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| Property / cites work: Nonhomogeneous telegraph processes and their application to financial market modeling / rank | |||
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| Property / cites work: On financial markets based on telegraph processes / rank | |||
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| Property / cites work: Dynamic hedging of conditional value-at-risk / rank | |||
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| Property / cites work: Option pricing when underlying stock returns are discontinuous / rank | |||
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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 |
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Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (English)
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15 October 2015
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