@article{optionpricingandhedgingfordiscretetime,
  title = {Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model},
  author = {Massimo Caccia and Bruno Rémillard},
  year = {2017},
  eprint = {1707.02019},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1707.02019v1},
}