Option pricing in a regime switching stochastic volatility...

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Option pricing in a regime switching stochastic volatility model

Biswas, Arunangshu, Goswami, Anindya, Overbeck, Ludger
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Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2018.02.056
Date:
March, 2018
File:
PDF, 389 KB
english, 2018
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