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Pricing timer options and variance derivatives with closed-form partial transform under the 3/2 model
Zheng, Wendong, Zeng, PingpingLanguage:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2017.1285242
Date:
February, 2017
File:
PDF, 2.21 MB
english, 2017