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OPTION PRICING UNDER ORNSTEIN-UHLENBECK STOCHASTIC VOLATILITY: A LINEAR MODEL
BORMETTI, GIACOMO, CAZZOLA, VALENTINA, DELPINI, DANILOVolume:
13
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024910006108
Date:
November, 2010
File:
PDF, 292 KB
english, 2010