Pricing Options under Two-Factor Markov-Modulated Stochastic Volatility Models

Pricing Options under Two-Factor Markov-Modulated Stochastic Volatility Models

Fan Kun

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PDF(394 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2014, Vol. 30 ›› Issue (6) : 620-630.

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Pricing Options under Two-Factor Markov-Modulated Stochastic Volatility Models

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