Pricing dynamic fund protections with regime switching (Q896790)

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Pricing dynamic fund protections with regime switching
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    title
    Pricing dynamic fund protections with regime switching (English)
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    author
    Zhuo Jin
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    Wei Wang
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    Lin-Yi Qian
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    Rong-Ming Wang
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    publication date
    14 December 2015
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    Mathematics Subject Classification ID
    91G20
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    91B30
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    62M02
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    zbMATH DE Number
    6520905
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    zbMATH Keywords
    dynamic fund protection
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    martingale technique
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    Markov chain approximation
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