Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk Minimizing Option Pricing in a Semi-Markov Modulated Market |
scientific article; zbMATH DE number 5719711
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Risk Minimizing Option Pricing in a Semi-Markov Modulated Market |
scientific article; zbMATH DE number 5719711 |
Statements
Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (English)
0 references
10 June 2010
0 references
semi-Markov modulated market
0 references
minimal martingale measure
0 references
locally risk minimizing option price
0 references
Black-Scholes equations
0 references
0.94760424
0 references
0.9411565
0 references
0.9252889
0 references
0 references
0.9075085
0 references
0.9062401
0 references
