Risk Minimizing Option Pricing in a Regime Switching Market (Q5459758)
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scientific article; zbMATH DE number 5270148
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Minimizing Option Pricing in a Regime Switching Market |
scientific article; zbMATH DE number 5270148 |
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Risk Minimizing Option Pricing in a Regime Switching Market (English)
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29 April 2008
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Black-Scholes equations
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minimal martingale measure
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risk minimizing option price
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regime switching market
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