Option pricing with non-Gaussian scaling and infinite-state switching volatility
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Publication:2347724
DOI10.1016/j.jeconom.2015.02.033zbMath1337.91085arXiv1307.6322MaRDI QIDQ2347724
Marco Zamparo, Fulvio Baldovin, Massimiliano Caporin, Michele Caraglio, Attilio L. Stella
Publication date: 8 June 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.6322
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