Option pricing and hedging under a Markov switching Lévy process model (Q4623784)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7028114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing and hedging under a Markov switching Lévy process model |
scientific article; zbMATH DE number 7028114 |
Statements
22 February 2019
0 references
Markov chain model
0 references
Lévy process
0 references
option pricing
0 references
hedging
0 references
0.8935847282409668
0 references
0.845383882522583
0 references
0.8427271842956543
0 references
0.8380688428878784
0 references
