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An alternative form to calibrate the correlated Stein-Stein option pricing model - MaRDI portal

An alternative form to calibrate the correlated Stein-Stein option pricing model (Q2322457)

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An alternative form to calibrate the correlated Stein-Stein option pricing model
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    An alternative form to calibrate the correlated Stein-Stein option pricing model (English)
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    4 September 2019
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    alternative form
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    Stein-Stein model
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    empirical studies
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