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An explicitly solvable multi-scale stochastic volatility model: Option pricing and calibration problems
Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco ZirilliVolume:
29
Année:
2009
Langue:
english
Pages:
32
DOI:
10.1002/fut.20390
Fichier:
PDF, 457 KB
english, 2009