Attainable contingent claims in a Markovian regime-switching market (Q4909140)
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scientific article; zbMATH DE number 6143524
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| English | Attainable contingent claims in a Markovian regime-switching market |
scientific article; zbMATH DE number 6143524 |
Statements
ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (English)
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12 March 2013
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contingent claims
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attainability
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hedging
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Markovian regime switching models
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martingale representation
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exotic options
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0.8673191070556641
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0.8462157845497131
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0.82908034324646
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0.8113893866539001
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0.7941408157348633
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