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Pricing dynamic fund protection under hidden Markov models
Kun Fan
Department of Applied Finance
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Dive into the research topics of 'Pricing dynamic fund protection under hidden Markov models'. Together they form a unique fingerprint.
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Economics, Econometrics and Finance
Price
100%
Hidden Markov Model
100%
Pricing
66%
Markov Chain
66%
Investors
33%
Financial Risk
33%
Option Trading
33%
Continuous Time
33%
Computer Science
Markov Chain
100%
Dynamic Pricing
100%
Continuous Time
50%
Numerical Example
50%
Protection Method
50%
Partial Differential Equation
50%
Mathematics
Hidden Markov Model
100%
Markov Chain
66%
Hidden State
66%
Partial Differential Equation
33%
Continuous Time
33%
Esscher transform
33%
Numerical Example
33%
American Option
33%