Risk minimizing option pricing in a regime switching market

Mathematics

• Regime Switching 100%
• Option Pricing 90%
• Market 78%
• Minimal Martingale Measure 65%
• Weak Coupling 54%
• Black-Scholes 51%
• Interest Rates 48%
• Volatility 43%
• Markov chain 31%
• Partial differential equation 28%

Business & Economics

• Regime Switching 87%
• Option Pricing 78%
• Minimal Martingale Measure 63%
• Interest Rates 55%
• Partial Differential Equations 48%
• Black-Scholes 44%
• Markov Chain 42%
• Option Prices 40%

Engineering & Materials Science

• Partial differential equations 38%
• Markov chains 37%
• Costs 29%