The valuation of structured products using Markov chain models (Q5746747)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6256464
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The valuation of structured products using Markov chain models |
scientific article; zbMATH DE number 6256464 |
Statements
The valuation of structured products using Markov chain models (English)
0 references
8 February 2014
0 references
variance gamma
0 references
local Lévy model
0 references
barrier pricing
0 references
Sato process
0 references
0.7601822018623352
0 references
0.7548104524612427
0 references
0.7388516664505005
0 references
0.7285443544387817
0 references
