A Markov-modulated model for stocks paying discrete dividends (Q659087)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Markov-modulated model for stocks paying discrete dividends |
scientific article; zbMATH DE number 6004613
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov-modulated model for stocks paying discrete dividends |
scientific article; zbMATH DE number 6004613 |
Statements
A Markov-modulated model for stocks paying discrete dividends (English)
0 references
10 February 2012
0 references
option pricing
0 references
hidden Markov chain
0 references
dividend
0 references
