ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140)
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scientific article; zbMATH DE number 6143524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET |
scientific article; zbMATH DE number 6143524 |
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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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