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A general valuation framework for
rough
stochastic
local
volatility
models
and applications
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
European journal of operational research : EJOR
322
(
2025
)
1
,
pp. 307-324
Persistent link: https://www.econbiz.de/10015411725
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