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"Pricing volatility derivatives under the modified constant elasticity of ..."

Leunglung Chan, Eckhard Platen (2015)

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DOI: 10.1016/J.ORL.2015.05.009

access: closed

type: Journal Article

metadata version: 2020-10-26

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Leunglung Chan, Eckhard Platen:
Pricing volatility derivatives under the modified constant elasticity of variance model. Oper. Res. Lett. 43(4): 419-422 (2015)

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