Local risk minimizing option in a regime-switching double Heston model (Q4609299)
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scientific article; zbMATH DE number 6855081
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| English | Local risk minimizing option in a regime-switching double Heston model |
scientific article; zbMATH DE number 6855081 |
Statements
29 March 2018
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risk minimizing option
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minimal martingale
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Heston model
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Markov chain
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0.8371413946151733
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0.8172081708908081
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0.8151415586471558
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0.8046530485153198
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0.8035132884979248
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