Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671)
From MaRDI portal
!
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 6368975
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing and managing risks of European-style options in a Markovian regime-switching binomial model |
scientific article; zbMATH DE number 6368975 |
Statements
Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (English)
0 references
12 November 2014
0 references
binomial tree
0 references
regime switching
0 references
minimum entropy martingale measure
0 references
0 references
0 references
0 references
0.8251758217811584
0 references
0.8239372968673706
0 references
0.8167689442634583
0 references
0.8149144649505615
0 references
0.8034786581993103
0 references
