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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of financial and quantitative analysis : JFQA
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Journal of Financial and Quantitative Analysis
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The journal of futures markets
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001207627
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BINOMIAL OPTION PRICING UNDER STOCHASTIC VOLATILITY AND CORRELATED STATE VARIABLES
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
The journal of derivatives : the official publication …
4
(
1996
)
2
,
pp. 23-40
Persistent link: https://www.econbiz.de/10007323388
Saved in:
3
BINOMIAL OPTION PRICING UNDER STOCHASTIC VOLATILITY AND CORRELATED STATE VARIABLES
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10007323553
Saved in:
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