Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (Q6657684)
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scientific article; zbMATH DE number 7962479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher order approximation of option prices in Barndorff-Nielsen and Shephard models |
scientific article; zbMATH DE number 7962479 |
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Higher order approximation of option prices in Barndorff-Nielsen and Shephard models (English)
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6 January 2025
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