ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS
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Publication:5464335
DOI10.1111/j.0960-1627.2005.00210.xzbMath1109.91025MaRDI QIDQ5464335
Publication date: 17 August 2005
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00210.x
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