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A local volatility correction to mean-reverting stochastic volatility model for pricing derivatives
Kim, Donghyun
;
Ha, Mijin
;
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
- In:
The quarterly review of economics and finance
97
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10015188448
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