CDS calibration under an extended JDCEV model

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Publication:5031741

DOI10.1080/00207160.2018.1512104zbMath1499.91170OpenAlexW2887380817MaRDI QIDQ5031741

Sidy Diop, Marco Di Francesco, Andrea Pascucci

Publication date: 16 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2018.1512104




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