OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701)
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scientific article; zbMATH DE number 6304160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR |
scientific article; zbMATH DE number 6304160 |
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OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (English)
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13 June 2014
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stochastic discount factor
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option pricing
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regime switching
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continuous time Markov chain
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