The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching

DOI10.1155/2021/5592901zbMath1486.91094OpenAlexW3217644311MaRDI QIDQ2065427

Guixin Hu, Kuanhou Tian, Yan-Fang Li

Publication date: 7 January 2022

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/5592901

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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