Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain (Q3567573): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain |
scientific article |
Statements
Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain (English)
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17 June 2010
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Markov chain
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delta method
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asymptotic properties
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European option
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