Risk measures for derivatives with Markov-modulated pure jump processes
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 |
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