A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (Q5374080)

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scientific article; zbMATH DE number 6857130
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A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
scientific article; zbMATH DE number 6857130

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    A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (English)
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    6 April 2018
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