Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org
"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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[2] How should a local regime-switching model be calibrated?
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[3] A 360◦ comprehensive study of quantitative pricing of options, ranging from theory and computation to model calibration and empirical studies
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[4] Volatility spillover among USA and major East Asian stock indices based on multivariate stochastic volatility with regime-switching model
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[5] Sovereign risk exploration in times of crisis: a look at financial contagion
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[6] Analyse de la dynamique du phénomène de contagion entre les obligations souveraines européennes au cours des récents épisodes de crises financières
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[7] Variance Minimizing Strategies for Stochastic Processes with Applications to Tracking Stock Indices
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[8] Pricing variance swaps under stochastic volatility and stochastic interest rate
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[9] Parameter inference for multivariate stochastic processes with jumps
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[10] Bayesian inference on stochastic volatility models of the stock market
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[11] Regime-switching Stochastic Volatility Model: Estimation and Calibration to VIX options
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[12] Information, no-arbitrage and completeness for asset price models with a change point
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[13] A regime switching model to evaluate bonds in a quadratic term structure of interest rates
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[14] Pricing Convertible Bonds with Credit Risk under Regime Switching and Numerical Solutions
Mathematical Problems in Engineering, 2014
[15] Tobin tax and trading volume tightening: a reassessment
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[16] A regime-switching model to evaluate bonds in a quadratic term structure of interest rates
Applied Financial Economics, 2014
[17] Les Cahiers du LED
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[18] Markov switching quadratic term structure models
arXiv preprint arXiv:1305.2693, 2013
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