An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
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Publication:1656408
DOI10.1016/j.jedc.2016.08.002zbMath1401.91531OpenAlexW2513457959MaRDI QIDQ1656408
Publication date: 10 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://ro.uow.edu.au/cgi/viewcontent.cgi?article=1283&context=eispapers1
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Cites Work
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