Convergence of estimated option price in a regime switching market (Q2520133)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of estimated option price in a regime switching market |
scientific article |
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Convergence of estimated option price in a regime switching market (English)
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13 December 2016
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semi-Markov processes
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Volterra integral equation
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non-local parabolic PDE
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locally risk minimizing pricing
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optimal hedging
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