A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (Q4562481)
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scientific article; zbMATH DE number 6996408
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing |
scientific article; zbMATH DE number 6996408 |
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A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (English)
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21 December 2018
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European option pricing
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jump-diffusion
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hidden Markov chain
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