A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model |
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A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (English)
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26 April 2022
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forward start options
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regime-switching
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stochastic volatility
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closed-form
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