On financial markets based on telegraph processes (Q3498586)
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scientific article; zbMATH DE number 5275932
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On financial markets based on telegraph processes |
scientific article; zbMATH DE number 5275932 |
Statements
On financial markets based on telegraph processes (English)
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15 May 2008
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option pricing
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jump telegraph process
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hedging
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Black-Scholes model
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0.9126552939414978
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0.9049564003944396
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0.8820236921310425
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0.8674817681312561
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