Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671)
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scientific article; zbMATH DE number 6368975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and managing risks of European-style options in a Markovian regime-switching binomial model |
scientific article; zbMATH DE number 6368975 |
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Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (English)
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12 November 2014
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binomial tree
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regime switching
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minimum entropy martingale measure
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