Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market

DOI10.1080/07362994.2011.548665zbMath1222.91056OpenAlexW2004312389MaRDI QIDQ3168704

Anindya Goswami, Mrinal K. Ghosh, Gopal Krishna Basak

Publication date: 19 April 2011

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2011.548665

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)

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