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Explicit approximations of option prices via Malliavin calculus in a general stochastic volatility framework

Fuente: arXiv

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Bibliographic Details
Main Authors:	Das, Kaustav, Langrené, Nicolas
Format:	Preprint
Published:	2020
Subjects:	Mathematical Finance 91G60, 41A58, 65C20 G.3; G.1.2; J.4
Online Access:	Acceder al recurso
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