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PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME-SWITCHING MARKETS

✍ Scribed by Agostino Capponi; José E. Figueroa-López; Jeffrey Nisen

Book ID: 115226885
Publisher: John Wiley and Sons
Year: 2012
Tongue: English
Weight: 885 KB
Volume: 24
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2012.00533.x

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