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Hugo Lamarre

HEC Montreal

3000, Chemin de la Côte-Sainte-Catherine

Montreal, Quebec H2X 2L3

Canada

SCHOLARLY PAPERS

1

DOWNLOADS

574

TOTAL CITATIONS

8

Scholarly Papers (1)

1.

Option Pricing and Hedging for Discrete Time Regime-Switching Models

Number of pages: 25 Posted: 16 Apr 2010 Last Revised: 21 Nov 2014
Department of Decision Sciences, HEC Montreal, Fiera Capital, HEC Montreal and HEC Montreal - Department of Finance
Downloads 574 (120,556)
Citation 8

Abstract:

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Option Pricing, Dynamic Hedging, Regime-Switching, Goodness-of-fit, Hidden Markov Models