DocumentCode
8746
Title
A Switching Black - Scholes Model and Option Pricing
University
University of Adelaide. Applied Mathematics
Grade
نامعلوم
Number of pages
0
Publish Date
2003
Keyword
Finance Black - Scholles option pricing regime switching hidden Markow chain mean variance hedging esscher transforms entropy filtering parameter estiimation derivative pricing financial mathematics
Note
01
Language
انگليسي
Link To Document