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Option Pricing Under Jump-Diffusion Processes with Regime Switching
Nikita Ratanov
urosario
Research output
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Contribution to journal
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Article
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peer-review
4
Scopus citations
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Mathematics
Equivalent Martingale Measure
100%
Jump-diffusion Process
88%
Regime Switching
83%
Option Pricing
75%
Incomplete Markets
46%
Market Model
43%
Markov Process
29%
Model-based
29%
Explicit Formula
25%
Analogue
21%