On a Markov chain approximation method for option pricing with regime switching (Q747024)

From MaRDI portal
Revision as of 09:07, 10 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q170585)
scientific article
Language Label Description Also known as
English
On a Markov chain approximation method for option pricing with regime switching
scientific article

    Statements

    title
    On a Markov chain approximation method for option pricing with regime switching (English)
    0 references
    author
    Kun Fan
    0 references
    Yang Shen
    0 references
    Tak Kuen Siu
    0 references
    publication date
    22 October 2015
    0 references
    zbMATH Keywords
    option pricing
    0 references
    regime switching
    0 references
    Markov chain approximation
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G20
    0 references
    91G60
    0 references
    60J20
    0 references
    zbMATH DE Number
    6497452
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q747024&oldid=20410196"
    Powered by MediaWiki