Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351): Difference between revisions

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+The Monge-Ampère equation
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+.1016/J.CRMA.2004.11.002
@@ Property / DOI: 10.1016/J.CRMA.2004.11.002 / rank @@
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+Publication:1773351