Closed-form approximated pricing of multivariate derivatives under switching regime models (Q6579701)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Closed-form approximated pricing of multivariate derivatives under switching regime models |
scientific article; zbMATH DE number 7887753
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Closed-form approximated pricing of multivariate derivatives under switching regime models |
scientific article; zbMATH DE number 7887753 |
Statements
Closed-form approximated pricing of multivariate derivatives under switching regime models (English)
0 references
25 July 2024
0 references
derivatives pricing
0 references
Markov switching
0 references
stochastic covariance
0 references
0 references
0 references
