A semianalytical formula for European options under a hybrid Heston–Cox–Ingersoll–Ross model with regime switching
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DOI: 10.1002/ijfe.1792
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References listed on IDEAS
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Cited by:
- Bianca Reichert & Adriano Mendon a Souza, 2022. "Can the Heston Model Forecast Energy Generation? A Systematic Literature Review," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 289-295.
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