Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets (Q5424402)
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scientific article; zbMATH DE number 5208469
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets |
scientific article; zbMATH DE number 5208469 |
Statements
Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets (English)
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5 November 2007
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