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Pricing vulnerable options under a stochastic volatility model

✍ Scribed by Yang, Sung-Jin; Lee, Min-Ku; Kim, Jeong-Hoon

Book ID: 121706051
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 473 KB
Volume: 34
Category: Article
ISSN: 0893-9659
DOI: 10.1016/j.aml.2014.03.007

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