Back to matchesWe found a matchYour institution may have rights to this item. Sign in to continue.TitleOPTION PRICING UNDER A DISCRETE-TIME MARKOV SWITCHING STOCHASTIC VOLATILITY WITH CO-JUMP MODEL.AuthorsFU, MICHAEL C.; BINGQING LI; RONGWEN WU; TIANQI ZHANGPublicationFrontiers of Mathematical Finance, 2022, Vol 1, Issue 1, p137ISSN2769-6715Publication typeArticleDOI10.3934/fmf.2021005