2024-03-19T03:53:35Z
https://oai.zbmath.org/v1/
oai:zbmath.org:6891976
2018-06-20T11:44:25Z
60
91
Biswas, Arunangshu; Goswami, Anindya; Overbeck, Ludger
2018
6891976
English
Elsevier (North-Holland), Amsterdam
https://zbmath.org/06891976
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Stat. Probab. Lett. 138, 116-126 (2018).
91G20; 60H30
Option pricing in a regime switching stochastic volatility model
j