Higher order approximation of option prices in Barndorff-Nielsen and Shephard models
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Publication:6657684
DOI10.1080/14697688.2024.2394220MaRDI QIDQ6657684
Álvaro Guinea Juliá, Alet Roux
Publication date: 6 January 2025
Published in: Quantitative Finance (Search for Journal in Brave)
Cites Work
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