Regime-switching risk: to price or not to price?
From MaRDI portal
Publication:655231
DOI10.1155/2011/843246zbMath1230.91203WikidataQ58688948 ScholiaQ58688948MaRDI QIDQ655231
Publication date: 3 January 2012
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/843246
91G80: Financial applications of other theories
91G20: Derivative securities (option pricing, hedging, etc.)
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