Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (Q3301076): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3104433535 / rank | |||
Normal rank | |||
Latest revision as of 09:03, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Perpetual American vanilla option pricing under single regime change risk: an exhaustive study |
scientific article |
Statements
Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (English)
0 references
11 August 2020
0 references
financial instruments and regulation
0 references
models of financial markets
0 references
stochastic processes
0 references
risk measure and management
0 references
0 references
0 references
0 references
0 references
