Pricing Options on Forwards in Function-Valued Affine Stochastic Volatility Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	He, Jian, Karbach, Sven, Khedher, Asma
Format:	Preprint
Published:	2025
Subjects:	Mathematical Finance Probability Computational Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.14813