Journal of Mathematical Finance

Vol.3 No.1(2013), Paper ID 28169, 11 pages

DOI:10.4236/jmf.2013.31006

 

Pricing and Hedging in Stochastic Volatility Regime Switching Models

 

Stéphane Goutte

 

Centre National de la Recherche Scientifique (CNRS)—Universit Paris 7 Diderot, Laboratoire de Probabilités et Modèles Aléatoires (LPMA), Paris, France

 

Copyright © 2013 Stéphane Goutte et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

S. Goutte, "Pricing and Hedging in Stochastic Volatility Regime Switching Models," Journal of Mathematical Finance, Vol. 3 No. 1, 2013, pp. 70-80. doi: 10.4236/jmf.2013.31006.
Journals Menu
Follow SCIRP
Contact us
customer@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat

Copyright © 2025 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.