A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (Q4562481): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 16:24, 5 March 2024
scientific article; zbMATH DE number 6996408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing |
scientific article; zbMATH DE number 6996408 |
Statements
A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (English)
0 references
21 December 2018
0 references
European option pricing
0 references
jump-diffusion
0 references
hidden Markov chain
0 references
