A Path-Independent Humped Volatility Model for Option Pricing
| Year of publication: |
2013
|
|---|---|
| Authors: | Costabile, Massimo ; Massab, Ivar ; Russo, Emilio |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 20.2013, 3 (1.7.), p. 191-210
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