Massimo Caccia

HEC Montreal

M.Sc.

3000 Côte-Sainte-Catherine Road

Montreal, QC H2S1L4

Canada

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Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model

Number of pages: 40 Posted: 05 Jul 2017

Massimo Caccia and Bruno Remillard

HEC Montreal and Department of Decision Sciences, HEC Montreal

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