Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6395527
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model |
scientific article; zbMATH DE number 6395527 |
Statements
Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (English)
0 references
3 February 2015
0 references
local risk minimization
0 references
Markov-modulated
0 references
option pricing
0 references
0 references
0 references
0 references
0.9214043
0 references
0.9142258
0 references
0.9055233
0 references
0.9041065
0 references
0.89755034
0 references
0.8963151
0 references
0.8872905
0 references
0.88675755
0 references
0.88453573
0 references
