HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919): Difference between revisions
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Revision as of 20:17, 5 March 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)
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16 January 2020
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hedging
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European options
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filtering
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doubly Markov-modulated models
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stochastic flows
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risk-minimizing hedging strategies
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