A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching

Published 2022 View Full Article

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Title
A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching
Authors
Keywords
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Journal
JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS
Volume -, Issue -, Pages -
Publisher
Springer Science and Business Media LLC
Online
2022-09-08
DOI
10.1007/s13160-022-00538-7
References
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