Complications with stochastic volatility models
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Publication:4391417
DOI10.1239/aap/1035228003zbMath0907.90026OpenAlexW2057854688MaRDI QIDQ4391417
Publication date: 2 August 1998
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/9021
Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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