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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Black-Scholes model"
~type_genre:"Article in journal"
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Search: subject_exact:"Mean-reverting process"
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Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
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