Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models

2016 ◽  
Vol 34 (4) ◽  
pp. 662-678 ◽  
Author(s):  
Wei Wang ◽  
Zhuo Jin ◽  
Linyi Qian ◽  
Xiaonan Su
Keyword(s):  
Regime Switching ◽  
Contingent Claims ◽  
Risk Minimization ◽  
Regime Switching Models ◽  
Switching Models ◽  
Local Risk

scholarly journals Option Pricing and Hedging for Discrete Time Regime-Switching Models

2017 ◽  
Vol 08 (08) ◽  
pp. 1005-1032 ◽  
Author(s):  
Bruno Rémillard ◽  
Alexandre Hocquard ◽  
Hugo Lamarre ◽  
Nicolas Papageorgiou
Keyword(s):  
Option Pricing ◽  
Discrete Time ◽  
Regime Switching ◽  
Regime Switching Models ◽  
Switching Models ◽  
Time Regime
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