Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model |
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Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (English)
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30 August 2022
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option pricing
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stochastic volatility
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co-jump
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Markov switching
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average integrated variance
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