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~isPartOf:"Finance and stochastics"
~person:"Arrouy, Pierre-Edouard"
~subject:"Option pricing theory"
~subject:"Volatility"
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Arrouy, Pierre-Edouard
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Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
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