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Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type - MaRDI portal

Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (Q4825509)

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scientific article; zbMATH DE number 2111705
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Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
scientific article; zbMATH DE number 2111705

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    Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type (English)
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    28 October 2004
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