Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models
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Publication:5078514
DOI10.1080/03610926.2019.1662045OpenAlexW2972688203MaRDI QIDQ5078514
Wei Wang, Sheng-Wu Zhou, Miao Han, Xue-Feng Song
Publication date: 23 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2019.1662045
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Cites Work
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