An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408)
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| Language | Label | Description | Also known as |
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| English | An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching |
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An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (English)
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10 August 2018
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European option
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regime-switching Heston model
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perturbation method
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empirical studies
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