"On contingent-claim valuation in continuous-time for volatility models of ..."

Michael Schröder (2014)

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DOI: 10.1016/J.CAM.2013.09.038

access: open

type: Journal Article

metadata version: 2021-02-16

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Michael Schröder:
On contingent-claim valuation in continuous-time for volatility models of Ornstein-Uhlenbeck type. J. Comput. Appl. Math. 260: 36-53 (2014)

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