Coherent risk measure for derivatives under Black‐Scholes economy with regime switching
Year of publication: |
2011
|
---|---|
Authors: | Hao, Fangcheng ; Yang, Hailiang |
Other Persons: | Sathye, Milind (ed.) |
Published in: |
Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 37.2011, 11, p. 1011-1024
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Derivatives markets | Options markets | Securities | Risk assessment | Risk management |
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