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"Option pricing and implied volatilities in a 2-hypergeometric stochastic ..."

Nicolas Privault, Qihao She (2016)

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DOI: 10.1016/J.AML.2015.09.008

access: closed

type: Journal Article

metadata version: 2018-11-30

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Nicolas Privault, Qihao She:
Option pricing and implied volatilities in a 2-hypergeometric stochastic volatility model. Appl. Math. Lett. 53: 77-84 (2016)

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