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

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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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    publication date
    28 April 2005
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    zbMATH DE Number
    2162057
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