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On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alòs, Elisa, Nualart, Eulalia, Pravosud, Makar
Format:	Preprint
Published:	2023
Subjects:	Mathematical Finance
Online Access:	Acceder al recurso
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