Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (Q5853625): Difference between revisions
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scientific article; zbMATH DE number 7319523
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English | Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model |
scientific article; zbMATH DE number 7319523 |
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Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model (English)
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11 March 2021
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