Risk measures for derivatives with Markov-modulated pure jump processes
Robert J. Elliott; Leunglung Chan; Tak Kuen Siu
| Year of publication: |
2007
|
|---|---|
| Authors: | Elliott, Robert J. ; Chan, Leunglung ; Siu, Tak Kuen |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 13.2006, 2, p. 129-149
|
| Subject: | Risikomanagement | Risk management | Optionspreistheorie | Option pricing 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/10003496776