Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility
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Publication:451153
DOI10.1016/j.spl.2012.05.026zbMath1247.91190OpenAlexW2067002033MaRDI QIDQ451153
Kyo-Shin Hwang, Xiaonan Su, Wen Sheng Wang
Publication date: 21 September 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.026
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