HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919): Difference between revisions

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Latest revision as of 10:39, 30 July 2024

scientific article; zbMATH DE number 7152543
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English
HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS
scientific article; zbMATH DE number 7152543

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    HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (English)
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    16 January 2020
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    hedging
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    European options
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    filtering
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    doubly Markov-modulated models
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    stochastic flows
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    risk-minimizing hedging strategies
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