BLACK–SCHOLES–MERTON IN RANDOM TIME: A NEW STOCHASTIC VOLATILITY MODEL WITH PATH DEPENDENCE
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Publication:3502982
DOI10.1142/S0219024907004421zbMath1198.91194MaRDI QIDQ3502982
Publication date: 20 May 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
91G10: Portfolio theory
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