Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain (Q3567573)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain |
scientific article |
Statements
Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain (English)
0 references
17 June 2010
0 references
Markov chain
0 references
delta method
0 references
asymptotic properties
0 references
European option
0 references
