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scientific article; zbMATH DE number 6855081
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scientific article; zbMATH DE number 6855081

    Statements

    author
    Shiva Namazi
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    Elham Dastranj
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    publication date
    29 March 2018
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    zbMATH Keywords
    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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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    60J75
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    91B70
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    zbMATH DE Number
    6855081
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