Pricing dynamic fund protections with regime switching (Q896790)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing dynamic fund protections with regime switching |
scientific article |
Statements
Pricing dynamic fund protections with regime switching (English)
0 references
14 December 2015
0 references
dynamic fund protection
0 references
martingale technique
0 references
Markov chain approximation
0 references
0 references
