Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279)
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scientific article; zbMATH DE number 7860045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate |
scientific article; zbMATH DE number 7860045 |
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Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (English)
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5 June 2024
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