LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (Q2947346): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL |
scientific article |
Statements
LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (English)
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22 September 2015
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local risk-minimization
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partial information
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Lévy process
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regime-switching
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hedging strategy
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integral representation theorem
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