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2012
Option pricing theory
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Volatility
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forward-start options
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Marabel Romo, Jacinto
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The journal of futures markets
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Pricing forward skew dependent derivatives : multifactor versus single-factor stochastic volatility models
Marabel Romo, Jacinto
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 124-144
Persistent link: https://www.econbiz.de/10010255495
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