Good-deal bounds in a regime-switching diffusion market (Q2889602)
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scientific article; zbMATH DE number 6043670
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| English | Good-deal bounds in a regime-switching diffusion market |
scientific article; zbMATH DE number 6043670 |
Statements
Good-Deal Bounds in a Regime-Switching Diffusion Market (English)
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8 June 2012
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good-deal
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regime-switching
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Sharpe ratio
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pricing bounds
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option pricing
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stability
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0.7771690487861633
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0.7764912843704224
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0.7612491846084595
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0.7597213387489319
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