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 :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=17&DC=8746
