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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~person:"Tang, Pan"
~subject:"Volatility"
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Search: subject_exact:"Black-Scholes option pricing model"
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Pricing options under the non-affine stochastic volatility models : an extension of the high-order compact numerical scheme
Shi, Guangping
;
Liu, Xiaoxing
;
Tang, Pan
- In:
Finance research letters
16
(
2016
),
pp. 220-229
Persistent link: https://www.econbiz.de/10011656186
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