Risk premium and fair option prices under stochastic volatility: the HARA solution. (Q1773351): Difference between revisions
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Latest revision as of 10:25, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk premium and fair option prices under stochastic volatility: the HARA solution. |
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Risk premium and fair option prices under stochastic volatility: the HARA solution. (English)
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28 April 2005
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