EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Markovian regime-switching jump-diffusion model"
Narrow search

Narrow search

Year of publication
Subject
All
Chooser option 1 Markov chain 1 Markov-Kette 1 Markovian regime-switching jump-diffusion model 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Regime-switching Esscher transform 1 State-dependent Heath-Jarrow-Morton model 1 Stochastic process 1 Stochastischer Prozess 1
more ... less ...
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 1
Author
All
Chen, Jun-Home 1 Lian, Yu-Min 1
Published in...
All
Finance research letters 1
Source
All
ECONIS (ZBW) 1
Showing 1 - 1 of 1
Cover Image
Valuation of chooser options with state-dependent risks
Lian, Yu-Min; Chen, Jun-Home - In: Finance research letters 52 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014471998
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...