Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175)
From MaRDI portal
scientific article; zbMATH DE number 6603646
Language | Label | Description | Also known as |
---|---|---|---|
English | Hedging of contingent claims written on non traded assets under Markov-modulated models |
scientific article; zbMATH DE number 6603646 |
Statements
Hedging of contingent claims written on non traded assets under Markov-modulated models (English)
0 references
15 July 2016
0 references
hedging
0 references
contingent claims
0 references
non-traded assets
0 references
Markov-modulated models
0 references
local risk minimization
0 references
Monte Carlo simulations
0 references
0 references
0 references