An analytical approximation formula for European option...

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An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching

HE, Xin-Jiang, ZHU, Song-Ping
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Language:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2016.08.002
Date:
August, 2016
File:
PDF, 516 KB
english, 2016
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