Pricing and hedging contingent claims with regime switching risk (Q548447): Difference between revisions
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Revision as of 04:05, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging contingent claims with regime switching risk |
scientific article |
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Pricing and hedging contingent claims with regime switching risk (English)
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28 June 2011
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contingent claims
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regime switching risk
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valuation
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hedging
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product density processes
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martingale reprentationes
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stochastic flows
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zero-coupon bonds
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residual risk
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Asian options
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American options
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