✦ LIBER ✦

Option pricing under a stressed-beta model

✍ Scribed by Jean-Pierre Fouque; Adam P. Tashman

Book ID: 113060094
Publisher: Springer
Year: 2009
Tongue: English
Weight: 331 KB
Volume: 8
Category: Article
ISSN: 1614-2446
DOI: 10.1007/s10436-009-0141-y

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