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Latest revision as of 16:50, 25 July 2024

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A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
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    A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean (English)
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    5 May 2021
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    stochastic volatility
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    stochastic long-term mean
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    closed-form
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    European options
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    risk management
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    empirical studies
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