American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion

Published 2022 View Full Article

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Title
American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion
Authors
Keywords
-
Journal
Journal of Derivatives
Volume -, Issue -, Pages jod.2022.1.147
Publisher
Pageant Media US
Online
2022-01-07
DOI
10.3905/jod.2022.1.147

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