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Option pricing under hybrid stochastic and localvolatility
CHOI, SUN-YONG
;
FOUQUE, JEAN-PIERRE
;
KIM, JEONG-HOON
- In:
Quantitative finance
13
(
2013
)
8
,
pp. 1157-1165
Persistent link: https://www.econbiz.de/10010148511
Saved in:
2
A reduced PDE method for European option pricing under multi-scale, multi-factor stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Kim, Jeong-Hoon
;
Park, Hyejin
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10012194627
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3
Fractional stochastic volatility correction to CEV implied volatility
Kim, Hyun-Gyoon
;
Kwon, Se-Jin
;
Kim, Jeong-Hoon
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 565-574
Persistent link: https://www.econbiz.de/10012483839
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