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scientific article; zbMATH DE number 6855081 - MaRDI portal

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zbMath1390.91295MaRDI QIDQ4609299

Shiva Namazi, Elham Dastranj

Publication date: 29 March 2018

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov chain Heston model minimal martingale risk minimizing option

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm

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