Risk Minimizing Option Pricing in a Semi-Markov Modulated Market

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Publication:3566975

DOI10.1137/080716839zbMath1193.91155OpenAlexW1987709497MaRDI QIDQ3566975

Anindya Goswami, Mrinal K. Ghosh

Publication date: 10 June 2010

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080716839




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