Regime recovery using implied volatility in Markov modulated market model (Q6580773)
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: Regime recovery using implied volatility in Markov modulated market model |
scientific article; zbMATH DE number 7888966
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Regime recovery using implied volatility in Markov modulated market model |
scientific article; zbMATH DE number 7888966 |
Statements
Regime recovery using implied volatility in Markov modulated market model (English)
0 references
29 July 2024
0 references
European option
0 references
implied volatility
0 references
recovery theorem
0 references
regime switching model
0 references
0 references
0 references
0 references
0 references
0 references
