A convergence result in the estimation of Markov chains with application to compound options (Q2431715)
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scientific article; zbMATH DE number 5879659
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| default for all languages | No label defined |
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| English | A convergence result in the estimation of Markov chains with application to compound options |
scientific article; zbMATH DE number 5879659 |
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A convergence result in the estimation of Markov chains with application to compound options (English)
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18 April 2011
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multidimensional matrices
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covariance structure
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compound options
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0.8085735440254211
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0.761691689491272
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0.743465006351471
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0.7391631007194519
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