A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching (Q2111571): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s13160-022-00538-7 / rank
 
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Latest revision as of 07:27, 31 July 2024

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A closed-form pricing formula for European options under a new three-factor stochastic volatility model with regime switching
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