Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model (Q2889601)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model |
scientific article; zbMATH DE number 6043669
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model |
scientific article; zbMATH DE number 6043669 |
Statements
Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model (English)
0 references
8 June 2012
0 references
option valuation
0 references
double Markovian regime-switching model
0 references
non-normal innovations
0 references
Esscher transform
0 references
0 references
