OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL
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Publication:4226865
DOI10.1111/j.1467-9965.1996.tb00117.xzbMath0915.90028OpenAlexW2034258633MaRDI QIDQ4226865
Publication date: 5 July 1999
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1996.tb00117.x
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