References

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• 2010A Guided Tour through Quadratic Hedging Approaches490 cited
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• 2001Option Pricing, Interest Rates and Risk Management211 cited
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• 2006Stylized facts of financial time series and hidden semi-Markov models161 cited
• 1998Complications with stochastic volatility models157 cited
• 2006Option Pricing With Markov-Modulated Dynamics132 cited
• 2008Pricing currency options under two-factor Markov-modulated stochastic volatility models69 cited
• 2010Markov-modulated jump–diffusions for currency option pricing