Pricing and hedging for correlation options with regime switching and common jump risk
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Publication:6164724
DOI10.1080/03610926.2022.2031219OpenAlexW4210317122MaRDI QIDQ6164724
Xiaonan Su, Yu Xing, Wei Wang, Miao Han
Publication date: 28 July 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2022.2031219
Cites Work
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