Two-state volatility transition pricing and hedging of TXO options (Q429529)
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scientific article; zbMATH DE number 6048095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-state volatility transition pricing and hedging of TXO options |
scientific article; zbMATH DE number 6048095 |
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Two-state volatility transition pricing and hedging of TXO options (English)
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19 June 2012
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Taiwan stock index options
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two-state volatility model
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Markov switch
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options pricing and hedging
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