Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (Q3301076)
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scientific article; zbMATH DE number 7229895
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| English | Perpetual American vanilla option pricing under single regime change risk: an exhaustive study |
scientific article; zbMATH DE number 7229895 |
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Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (English)
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11 August 2020
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financial instruments and regulation
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models of financial markets
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stochastic processes
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risk measure and management
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0.8595860004425049
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0.7745813727378845
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0.7727668881416321
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0.7713742852210999
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