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Convergence of Estimated Option Price in a Regime switching Market
v1v2 (latest)

Convergence of Estimated Option Price in a Regime switching Market

11 June 2015
Anindya Goswami
Sanket Nandan
ArXiv (abs)PDFHTML

Papers citing "Convergence of Estimated Option Price in a Regime switching Market"

1 / 1 papers shown
Inference of Binary Regime Models with Jump Discontinuities
Inference of Binary Regime Models with Jump DiscontinuitiesSankhya B (Sankhya B), 2019
Milan Kumar Das
Anindya Goswami
Sharan Rajani
245
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23 Oct 2019
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