Regime recovery using implied volatility in Markov modulated market model (Q6580773)
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scientific article; zbMATH DE number 7888966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regime recovery using implied volatility in Markov modulated market model |
scientific article; zbMATH DE number 7888966 |
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Regime recovery using implied volatility in Markov modulated market model (English)
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29 July 2024
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European option
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implied volatility
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recovery theorem
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regime switching model
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