Synthetic American Option Pricing via Jump-HMM-Driven Heston Implied Volatility¶

Bibliographic record. Follow the original-source link for the publication.

Field	Value
Topics	volatility, research_methods
Authors	Julia Sun, Zheyu Jin, Jiawei Zhang, Jeffrey D. Varner
Published	2026-05-13
Source	arXiv Quantitative Finance History
Identifiers	arxiv:2605.13998
URL	Open original source

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