Pricing and Hedging in Stochastic Volatility Regime Switching Models

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Journal of Mathematical Finance

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ISSN Online: 2162-2442
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"Pricing and Hedging in Stochastic Volatility Regime Switching Models"
written by Stéphane Goutte,
published by Journal of Mathematical Finance, Vol.3 No.1, 2013

has been cited by the following article(s):

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[4]	Volatility spillover among USA and major East Asian stock indices based on multivariate stochastic volatility with regime-switching model 2017 17th International Conference on Control, Automation and Systems (ICCAS), 2017 DOI:10.23919/ICCAS.2017.8204399

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[6]	Regime-switching stochastic volatility model: estimation and calibration to VIX options Applied Mathematical Finance, 2017 DOI:10.1080/1350486X.2017.1333015

[7]	Variance Minimizing Strategies for Stochastic Processes with Applications to Tracking Stock Indices SSRN Electronic Journal, 2016 DOI:10.2139/ssrn.2738338

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[11]	Pricing Convertible Bonds with Credit Risk under Regime Switching and Numerical Solutions Mathematical Problems in Engineering, 2014 DOI:10.1155/2014/381943

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