Option Pricing and Hedging for Discrete Time Regime-Switching Models
Year of publication: |
2014
|
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Authors: | Remillard, Bruno |
Other Persons: | Hocquard, Alexandre (contributor) ; Lamarre, Hugo (contributor) ; Papageorgiou, Nicolas A. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Hedging | Optionspreistheorie | Option pricing theory | Markov-Kette | Markov chain | Derivat | Derivative |
Extent: | 1 Online-Ressource (25 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 20, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.1591146 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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