An alternative form to calibrate the correlated Stein-Stein option pricing model
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Publication:2322457
DOI10.1007/s40314-019-0832-6zbMath1438.91152MaRDI QIDQ2322457
Publication date: 4 September 2019
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-019-0832-6
91G20: Derivative securities (option pricing, hedging, etc.)
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Cites Work
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