THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES (Q5250528)
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scientific article; zbMATH DE number 6438556
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES |
scientific article; zbMATH DE number 6438556 |
Statements
THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES (English)
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21 May 2015
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finance
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optimal stopping
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game option
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Markov chain
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random environment
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callable securities
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fixed point
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0.9083538
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0.8838453
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0.8694753
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0.8671892
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0.86335397
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0.8626631
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