Asymptotic analysis of option pricing in a Markov modulated market (Q1043251)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic analysis of option pricing in a Markov modulated market |
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Asymptotic analysis of option pricing in a Markov modulated market (English)
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7 December 2009
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regime switching market
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minimal martingale measure
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risk minimizing option price
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asymptotic expansion
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