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Computing the implied volatility in stochastic volatility models

✍ Scribed by Henri Berestycki; Jérôme Busca; Igor Florent

Publisher: John Wiley and Sons
Year: 2004
Tongue: English
Weight: 213 KB
Volume: 57
Category: Article
ISSN: 0010-3640
DOI: 10.1002/cpa.20039

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