Pricing dynamic fund protections with regime switching (Q896790)
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scientific article; zbMATH DE number 6520905
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing dynamic fund protections with regime switching |
scientific article; zbMATH DE number 6520905 |
Statements
Pricing dynamic fund protections with regime switching (English)
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14 December 2015
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dynamic fund protection
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martingale technique
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Markov chain approximation
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0.929926872253418
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0.8329384326934814
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0.8189824819564819
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0.8060805797576904
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