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Exchange option pricing under stochastic volatility: a correlation expansion

✍ Scribed by F. Antonelli; A. Ramponi; S. Scarlatti

Publisher: Springer US
Year: 2009
Tongue: English
Weight: 290 KB
Volume: 13
Category: Article
ISSN: 1380-6645
DOI: 10.1007/s11147-009-9043-4

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