Marco Zamparo

Human Genetics Foundation

Via Nizza 52

Torino

Italy

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Scholarly Papers (1)

1.

Option Pricing with Anomalous Scaling and Infinite-State Switching Volatility

Number of pages: 53 Posted: 03 Jun 2013
University of Padua, University of Padua - Department of Statistical Sciences, University of Padua, University of Padua and Human Genetics Foundation
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Citation 1

Abstract:

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option pricing, anomalous scaling, Markov switching, GARCH