Browsing by Subject Minimal martingale measure
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| Feb-2011 | Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market | Basak, Gopal K.; Ghosh, Mrinal K.; GOSWAMI, ANINDYA; Dept. of Mathematics |