A closed-form solution for options with ambiguity about stochastic volatility
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Publication:488211
DOI10.1007/s11147-014-9097-9zbMath1303.91173OpenAlexW1986992766MaRDI QIDQ488211
João Correia-da-Silva, Gonçalo Faria
Publication date: 23 January 2015
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://repositorio-aberto.up.pt/handle/10216/115352
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