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~isPartOf:"International Journal of Theoretical and Applied Finance (IJTAF)"
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Non-Explanatory Equilibria: An...
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International Journal of Theoretical and Applied Finance (IJTAF)
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ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET
ELLIOTT, ROBERT J.
;
SIU, TAK KUEN
- In:
International Journal of Theoretical and Applied …
15
(
2012
)
08
,
pp. 1250055-1
to show the
attainability
of a European-style contingent claim. We also extend our analysis to Asian-style and American …
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