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Approximate Analytical Pricing of European Options under the Non-affine Stochastic Volatility Model
Approximate Analytical Pricing of European Options under the Non-affine Stochastic Volatility Model
2020
Yuhang Yao
Youfa Sun
Xingyin Liang
Keywords:
Affine transformation
Econometrics
Stochastic volatility
Mathematics
Correction
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