Option pricing with non-Gaussian scaling and infinite-state switching volatility (Q2347724): Difference between revisions

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Option pricing with non-Gaussian scaling and infinite-state switching volatility
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    Option pricing with non-Gaussian scaling and infinite-state switching volatility (English)
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    8 June 2015
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    option pricing
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    anomalous scaling
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    Markov switching
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    GARCH
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