Pricing and hedging in stochastic volatility regime switching models
Year of publication: |
2013
|
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Authors: | Goutte, Stéphane |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 1, p. 70-80
|
Subject: | Stochastic Volatility | Markov Switching | Local Risk Minimization | Hedging | Volatility Derivative | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
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