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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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A Mellin transform approach to the pricing of options with default risk
Choi, Sun-Yong
;
Sotheara Veng
;
Kim, Jeong-Hoon
;
Yoon, Ji-Hun
- In:
Computational economics
59
(
2022
)
3
,
pp. 1113-1134
Persistent link: https://www.econbiz.de/10013169229
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