"Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov ..."

Massimo Caccia, Bruno N. Rémillard (2017)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-02-25

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1707-02019
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  - https://dblp.org/rec/journals/corr/abs-1707-02019
Massimo Caccia, Bruno N. Rémillard:
Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. CoRR abs/1707.02019 (2017)

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