Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate

DOI10.22436/jnsa.011.12.01zbMath1438.60084OpenAlexW2891346136WikidataQ129289364 ScholiaQ129289364MaRDI QIDQ5225364

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Publication date: 22 July 2019

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22436/jnsa.011.12.01

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