Asymptotic analysis of option pricing in a Markov modulated market
Arnab Basu; Mrinal K. Ghosh
| Year of publication: |
2009
|
|---|---|
| Authors: | Basu, Arnab ; Ghosh, Mrinal K. |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 37.2009, 6, p. 415-419
|
| Subject: | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003905576