"Option pricing with quadratic volatility: a revisit."

Leif Andersen (2011)

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DOI: 10.1007/S00780-010-0142-8

access: closed

type: Journal Article

metadata version: 2020-07-22

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Leif Andersen:
Option pricing with quadratic volatility: a revisit. Finance Stochastics 15(2): 191-219 (2011)

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