Pricing and hedging contingent claims with regime switching risk (Q548447)
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scientific article; zbMATH DE number 5914214
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| default for all languages | No label defined |
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| English | Pricing and hedging contingent claims with regime switching risk |
scientific article; zbMATH DE number 5914214 |
Statements
Pricing and hedging contingent claims with regime switching risk (English)
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28 June 2011
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contingent claims
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regime switching risk
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valuation
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hedging
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product density processes
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martingale reprentationes
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stochastic flows
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zero-coupon bonds
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residual risk
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Asian options
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American options
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0.93482345
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0.9162313
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0.9141506
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0.9136325
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0.90977263
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0.89863706
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0.8985248
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0.89700496
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0.89435744
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