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- Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model
Comparison of Kvar with and without regime switching: Merton-type jump. (a) State 1. (b) State 2.
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Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model - Scientific Figure on ResearchGate. Available from: https://www.researchgate.net/figure/Comparison-of-Kvar-with-and-without-regime-switching-Merton-type-jump-a-State-1-b_fig3_348360029 [accessed 24 Mar, 2023]
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Comparison of Kvar with and without regime switching: Merton-type jump. (a) State 1. (b) State 2.
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<a href="https://www.researchgate.net/figure/Comparison-of-Kvar-with-and-without-regime-switching-Merton-type-jump-a-State-1-b_fig3_348360029"><img src="https://www.researchgate.net/publication/348360029/figure/fig3/AS:1080279410184213@1634570090287/Comparison-of-Kvar-with-and-without-regime-switching-Merton-type-jump-a-State-1-b.jpg" alt="Comparison of Kvar with and without regime switching: Merton-type jump. (a) State 1. (b) State 2."/></a>
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