Pricing Vulnerable Options with Stochastic Volatility and...

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Computational Economics 2019 / 10

Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate

Ma, Chaoqun, Yue, Shengjie, Wu, Hui, Ma, Yong
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Language:
english
Journal:
Computational Economics
DOI:
10.1007/s10614-019-09929-4
Date:
October, 2019
File:
PDF, 1022 KB
english, 2019
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