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Pricing of volatility derivatives in a Heston-CIR model with Markov-modulated jump diffusion.
Yu Yang
Shican Liu
Yonghong Wu
Benchawan Wiwatanapataphee
Published in:
J. Comput. Appl. Math. (2021)
Keyphrases
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neural network model
stochastic model
special case
probabilistic model
maximum likelihood