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    author
    Xinjun Zhang
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    Huazhu Chen
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    Liang Jiang
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    publication date
    12 August 2020
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    zbMATH Keywords
    stochastic volatility model
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    generalized moment method
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    European call option
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    Monte Carlo method
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62F10
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    91G20
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    zbMATH DE Number
    7233690
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