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"A path-independent approach to integrated variance under the CEV model."
Hengxu Wang, John G. O'Hara, Nick Constantinou (2015)
- Hengxu Wang, John G. O'Hara
, Nick Constantinou:
A path-independent approach to integrated variance under the CEV model. Math. Comput. Simul. 109: 130-152 (2015)
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