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~isPartOf:"Finance and Stochastics"
~person:"Alòs, Elisa"
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Continuous-time option pricing model
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Malliavin calculus
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Stochastic volatility
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Finance and Stochastics
Economics Working Papers / Department of Economics and Business, Universitat Pompeu Fabra
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A generalization of the Hull and White formula with applications to option pricing approximation
Alòs, Elisa
- In:
Finance and Stochastics
10
(
2006
)
3
,
pp. 353-365
Persistent link: https://www.econbiz.de/10005613393
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