Closed-form formulae for European options under three-factor models
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Publication:2660490
DOI10.1007/s40304-018-00176-xzbMath1465.91113OpenAlexW2932369759WikidataQ128154921 ScholiaQ128154921MaRDI QIDQ2660490
Publication date: 30 March 2021
Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40304-018-00176-x
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
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