Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal hedging when the underlying asset follows a regime-switching Markov process |
scientific article |
Statements
Optimal hedging when the underlying asset follows a regime-switching Markov process (English)
0 references
4 February 2015
0 references
dynamic programming
0 references
hedging
0 references
risk management
0 references
regime switching
0 references
0 references
0 references
0 references
