Browsing by Subject Minimal Martingale Measure
Showing results 1 to 1 of 1
Issue Date | Title | Sub-Title | Author(s) | Journal Name | Volume Number | Issue Number | Pages |
---|---|---|---|---|---|---|---|
2009 | Asymptotic analysis of option pricing in a Markov modulated market | - | Basu, Arnab ; Ghosh, Mrinal K | Operations Research Letters | Vol.37 | Iss.6 | 415-419p. |