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Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
18
(
2011
)
6
,
pp. 517-536
Persistent link: https://www.econbiz.de/10009798786
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Robust Approximations for Pricing Asian Options and Volatility Swaps Under Stochastic Volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3
,
pp. 241-260
Persistent link: https://www.econbiz.de/10008428365
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3
Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
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Small-time asymptotics for an uncorrelated local-stochastic volatility model
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
18
(
2011
)
5/6
,
pp. 517-535
Persistent link: https://www.econbiz.de/10009422535
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