Options on realized variance by transform methods: a non-affine stochastic volatility model

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Publication:5745637

DOI10.1080/14697688.2011.565789zbMath1279.91156OpenAlexW2169771573MaRDI QIDQ5745637

Gabriel G. Drimus

Publication date: 30 January 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2011.565789




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