Markovian regime-switching market completion using additional Markov jump assets
Xin Zhang; Robert J. Elliott; Tak Kuen Siu and Junyi Guo
| Year of publication: |
2012
|
|---|---|
| Authors: | Zhang, Xin ; Elliott, Robert J. ; Siu, Tak Kuen ; Guo, Junyi |
| Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 23.2012, 3, p. 283-305
|
| Subject: | Markov-Kette | Markov chain | Theorie | Theory |
| 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/10009572468