Empirical study on option pricing under Markov regime switching economics (Q6662492)
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: Empirical study on option pricing under Markov regime switching economics |
scientific article; zbMATH DE number 7966520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical study on option pricing under Markov regime switching economics |
scientific article; zbMATH DE number 7966520 |
Statements
Empirical study on option pricing under Markov regime switching economics (English)
0 references
14 January 2025
0 references
option pricing
0 references
EMM
0 references
regime-switching
0 references
hidden Markov model
0 references
Esscher transform
0 references
weighted difference method
0 references
0 references
0 references
