Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
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Title
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
Authors
Keywords
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Journal
JOURNAL OF FUTURES MARKETS
Volume 43, Issue 7, Pages 951-967
Publisher
Wiley
Online
2023-05-05
DOI
10.1002/fut.22421
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