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Alòs, Elisa

  1. On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model
    2023/08/29 by Elisa Alòs, Alòs, Elisa, Eulàlia Nualart +3 · 1 citation
    Economics, Econometrics and Finance · #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications