THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL
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Publication:5371135
DOI10.1111/mafi.12124zbMath1411.91427OpenAlexW2411806651MaRDI QIDQ5371135
Publication date: 24 October 2017
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/mafi.12124
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