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Closed-Form Partial Transform of Triple Joint Density for Pricing Exotic Options and Variance Derivatives Under the 3/2 Model
Zheng, Wendong, Zeng, PingpingYear:
2014
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2421268
File:
PDF, 236 KB
english, 2014