A Coherent Spot/Forward Price Model with Regime-Switching

DOI10.1007/978-3-540-69995-8_45zbMath1209.91189MaRDI QIDQ5391781

Lea Bloechlinger

Publication date: 7 April 2011

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-69995-8_45

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

91G99: Actuarial science and mathematical finance