What is beneath the surface? Option pricing with multifrequency latent states (Q2347726)

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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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