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Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect
Liang, Chenxi, Li, ShenghongVolume:
438
Language:
english
Journal:
Journal of Mathematical Analysis and Applications
DOI:
10.1016/j.jmaa.2016.02.044
Date:
June, 2016
File:
PDF, 674 KB
english, 2016