An Asymptotic Valuation for the Option under a General Stochastic Volatility
| Year of publication: |
2002
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|---|---|
| Authors: | Kim, Yong-Jin |
| Published in: |
Journal of the Operations Research Society of Japan : JORSJ. - Tokyo : Soc., ISSN 0453-4514, ZDB-ID 715544x. - Vol. 45.2002, 4, p. 404-425
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