Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model - Michael C. Fu, Bingqing Li, Rongwen Wu, Tianqi Zhang

Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model - Michael C. Fu, Bingqing Li, Rongwen Wu, Tianqi Zhang | Arena