Analytically pricing European options with a two-factor Stein-Stein model (Q6126086): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS
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+The Alpha‐Heston stochastic volatility model
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+Pricing variance and volatility swaps in a stochastic volatility model with regime switching: discrete observations case
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