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~isPartOf:"Review of derivatives research"
~person:"Faria, Gonçalo"
~subject:"Option pricing theory"
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A closed-form solution for options with ambiguity about stochastic volatility
Faria, Gonçalo
;
Correira-da-Silva, João
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 125-159
Persistent link: https://www.econbiz.de/10010529639
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