A Coherent Spot/Forward Price Model with Regime-Switching
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Publication:5391781
DOI10.1007/978-3-540-69995-8_45zbMath1209.91189OpenAlexW1594898060MaRDI QIDQ5391781
Publication date: 7 April 2011
Published in: Operations Research Proceedings (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-69995-8_45
Microeconomic theory (price theory and economic markets) (91B24) Actuarial science and mathematical finance (91G99)
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