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The 4/2 stochastic volatility...
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Stochastic process
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ECONIS (ZBW)
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91
Option pricing when correlations are stochastic: an analytical framework
Fonseca, José Da
;
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 151-180
Persistent link: https://www.econbiz.de/10007983326
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