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A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation
Vicky Henderson, David Hobson, Sam Howison, Tino KlugeVolume:
8
Langue:
english
Pages:
21
DOI:
10.1007/s11147-005-1005-x
Date:
June, 2005
Fichier:
PDF, 320 KB
english, 2005