Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (Q3193138)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model |
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model |
scientific article |
Statements
Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model (English)
0 references
15 October 2015
0 references