Locally risk minimizing pricing of Asian option in a semi-Markov modulated market (Q6131986)
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scientific article; zbMATH DE number 7834392
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| English | Locally risk minimizing pricing of Asian option in a semi-Markov modulated market |
scientific article; zbMATH DE number 7834392 |
Statements
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market (English)
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18 April 2024
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regime switching model
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Asian option
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locally risk minimizing pricing
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0.8348243236541748
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0.8096195459365845
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0.7958701848983765
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0.7766118049621582
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0.7762560844421387
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