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)






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