scholarly journals Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model

Author(s):  
Massimo Caccia ◽  
Bruno Rémillard
2020 ◽  
Vol 7 (1) ◽  
pp. 1743404
Author(s):  
Ulphat Bakhishoff ◽  
Ehsan Mousavi Khaneghah ◽  
Araz R. Aliev ◽  
Amirhossein Reyhani Showkatabadi ◽  
Stefania Tomasiello

2017 ◽  
Vol 66 ◽  
pp. 223-232 ◽  
Author(s):  
Dong-Mei Zhu ◽  
Jiejun Lu ◽  
Wai-Ki Ching ◽  
Tak-Kuen Siu

2012 ◽  
Vol 132 (10) ◽  
pp. 1589-1594 ◽  
Author(s):  
Hayato Waki ◽  
Yutaka Suzuki ◽  
Osamu Sakata ◽  
Mizuya Fukasawa ◽  
Hatsuhiro Kato

MIS Quarterly ◽  
2018 ◽  
Vol 42 (1) ◽  
pp. 83-100 ◽  
Author(s):  
Wei Chen ◽  
◽  
Xiahua Wei ◽  
Kevin Xiaoguo Zhu ◽  
◽  
...  

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