Pricing and hedging in stochastic volatility regime switching models
Stéphane Goutte
| Year of publication: |
2013
|
|---|---|
| Authors: | Goutte, Stéphane |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 70-80
|
| Subject: | Stochastic Volatility | Markov Switching | Local Risk Minimization | Hedging | Volatility Derivative | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Portfolio-Management | Portfolio selection |
| 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://ebvufind01.dmz1.zbw.eu/10010240223