"Risk Minimizing Option Pricing in a Semi-Markov Modulated Market."

Mrinal K. Ghosh, Anindya Goswami (2009)

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DOI: 10.1137/080716839

access: closed

type: Journal Article

metadata version: 2020-07-09

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Mrinal K. Ghosh, Anindya Goswami:
Risk Minimizing Option Pricing in a Semi-Markov Modulated Market. SIAM J. Control. Optim. 48(3): 1519-1541 (2009)

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