SHORT MATURITY ASIAN OPTIONS FOR THE CEV MODEL

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Publication:5056615

DOI10.1017/S0269964818000165WikidataQ129723511 ScholiaQ129723511MaRDI QIDQ5056615

Dan Pirjol, Lingjiong Zhu

Publication date: 8 December 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.03382




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