"Pricing and Hedging in Stochastic Volatility Regime Switching Models"
written by Stéphane Goutte,
published by Journal of Mathematical Finance, Vol.3 No.1, 2013
has been cited by the following article(s):
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[7] Pricing variance swaps under stochastic volatility and stochastic interest rate
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[8] Parameter inference for multivariate stochastic processes with jumps
[9] Bayesian inference on stochastic volatility models of the stock market
[10] Regime-switching Stochastic Volatility Model: Estimation and Calibration to VIX options
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[11] Information, no-arbitrage and completeness for asset price models with a change point
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[12] A regime switching model to evaluate bonds in a quadratic term structure of interest rates
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[13] Pricing Convertible Bonds with Credit Risk under Regime Switching and Numerical Solutions
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[14] Tobin tax and trading volume tightening: a reassessment
[15] A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
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[16] Les Cahiers du LED
[17] Markov switching quadratic term structure models
arXiv preprint arXiv:1305.2693, 2013