THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES (Q5250528)
From MaRDI portal
scientific article; zbMATH DE number 6438556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES |
scientific article; zbMATH DE number 6438556 |
Statements
THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES (English)
0 references
21 May 2015
0 references
finance
0 references
optimal stopping
0 references
game option
0 references
Markov chain
0 references
random environment
0 references
callable securities
0 references
fixed point
0 references
