Option pricing with non-Gaussian scaling and infinite-state switching volatility
Authors:
- Fulvio BaldovinFBFulvio Baldovin
- Massimiliano CaporinMassimiliano Caporin
- Michele CaraglioMCMichele Caraglio
- Attilio L. StellaASAttilio L. Stella
- Marco ZamparoMZMarco Zamparo
- 1 August 2015
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 187 (2) , 486-497
Abstract
No abstract availableKeywords
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