A locally risk minimizing hedging strategy under a regime switching Lévy model (Q4980475)
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scientific article; zbMATH DE number 6311312
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| English | A locally risk minimizing hedging strategy under a regime switching Lévy model |
scientific article; zbMATH DE number 6311312 |
Statements
30 June 2014
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regime switching
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local risk minimization
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Lévy process
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0.8976271152496338
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0.8530910611152649
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0.845383882522583
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0.8356296420097351
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0.82242351770401
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