Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975): Difference between revisions
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Revision as of 11:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Minimizing Option Pricing in a Semi-Markov Modulated Market |
scientific article |
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Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (English)
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10 June 2010
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semi-Markov modulated market
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minimal martingale measure
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locally risk minimizing option price
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Black-Scholes equations
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