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Simple approximations for option pricing under mean reversion and stochastic volatility

  • CM (Christian) Hafner

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original languageUndefined/Unknown
Number of pages15
EditionEconometric Institute EI 2003-20
Publication statusPublished - 2003

Publication series

SeriesEconometric Institute
VolumeEI 2003-20

Research programs

  • EUR ESE 11

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