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"Efficient pricing and hedging under the double Heston stochastic ..."

Youfa Sun (2015)

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DOI: 10.1080/00207160.2015.1079311

access: closed

type: Journal Article

metadata version: 2017-06-06

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Youfa Sun:
Efficient pricing and hedging under the double Heston stochastic volatility jump-diffusion model. Int. J. Comput. Math. 92(12): 2551-2574 (2015)

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