ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:18, 8 February 2024
scientific article; zbMATH DE number 6143524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET |
scientific article; zbMATH DE number 6143524 |
Statements
ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (English)
0 references
12 March 2013
0 references
contingent claims
0 references
attainability
0 references
hedging
0 references
Markovian regime switching models
0 references
martingale representation
0 references
exotic options
0 references
