Consistent asset modelling with random coefficients and switches between regimes (Q6659310)
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scientific article; zbMATH DE number 7963815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent asset modelling with random coefficients and switches between regimes |
scientific article; zbMATH DE number 7963815 |
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Consistent asset modelling with random coefficients and switches between regimes (English)
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9 January 2025
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randomisation
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switching
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Markov-modulation
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local volatility
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asset modelling
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