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Q5127517 - MaRDI portal

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scientific article; zbMATH DE number 7266653
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scientific article; zbMATH DE number 7266653

    Statements

    author
    Ji Chao Zhang
    0 references
    Hang Zhou
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    Hui Ma
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    publication date
    27 October 2020
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    zbMATH Keywords
    barrier option
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    stochastic volatility model
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    Bessel process
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    Identifiers

    zbMATH DE Number
    7266653
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