What is beneath the surface? Option pricing with multifrequency latent states (Q2347726)
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English | What is beneath the surface? Option pricing with multifrequency latent states |
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What is beneath the surface? Option pricing with multifrequency latent states (English)
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8 June 2015
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Markov-switching multifractal
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particle filter
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regime-switching
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stochastic volatility
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jump-risk premium
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option pricing
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