HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:30, 8 February 2024
scientific article; zbMATH DE number 7152543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS |
scientific article; zbMATH DE number 7152543 |
Statements
HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (English)
0 references
16 January 2020
0 references
hedging
0 references
European options
0 references
filtering
0 references
doubly Markov-modulated models
0 references
stochastic flows
0 references
risk-minimizing hedging strategies
0 references
