A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (Q4562481): Difference between revisions

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Latest revision as of 17:43, 17 July 2024

scientific article; zbMATH DE number 6996408
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English
A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing
scientific article; zbMATH DE number 6996408

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    A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (English)
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    21 December 2018
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    European option pricing
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    jump-diffusion
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    hidden Markov chain
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