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피인용 문헌
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- Regime-switching stochastic volatility model: estimation and calibration to VIX options vol.24, pp.1, 2017, https://doi.org/10.1080/1350486X.2017.1333015
- Conditional Markov chains: Properties, construction and structured dependence vol.127, pp.4, 2017, https://doi.org/10.1016/j.spa.2016.07.010
- Variance swaps under the threshold Ornstein-Uhlenbeck model 2017, https://doi.org/10.1002/asmb.2252
- PRICING OF POWER OPTIONS UNDER THE REGIME-SWITCHING MODEL vol.32, pp.5_6, 2014, https://doi.org/10.14317/jami.2014.665
- Bessel Bridges Decomposition with Varying Dimension: Applications to Finance vol.27, pp.4, 2013, https://doi.org/10.1007/s10959-013-0496-x