Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153)
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| Language | Label | Description | Also known as |
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| English | Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility |
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Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (English)
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21 September 2012
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regime switching
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jump-diffusion processes
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stochastic volatility
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local risk minimization
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option pricing
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