OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 20:48, 5 March 2024
scientific article; zbMATH DE number 6304160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR |
scientific article; zbMATH DE number 6304160 |
Statements
OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (English)
0 references
13 June 2014
0 references
stochastic discount factor
0 references
option pricing
0 references
regime switching
0 references
continuous time Markov chain
0 references
