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A recursive pricing formula for a path-dependent option under the constant elasticity of variance diffusion

✍ Scribed by Kim, Jeong-Hoon; Park, Sang-Hyeon

Book ID: 125828070
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 409 KB
Volume: 94
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2014.07.004

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