Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model
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Publication:3193138
DOI10.1007/978-3-319-06653-0_21zbMath1325.91054OpenAlexW223496102MaRDI QIDQ3193138
Ivan Smirnov, Alexander V. Melnikov
Publication date: 15 October 2015
Published in: EAA Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-06653-0_21
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