An alternative form to calibrate the correlated Stein–Stein option pricing model

标题
An alternative form to calibrate the correlated Stein–Stein option pricing model
作者
关键词
Alternative form, Stein–Stein model, Empirical studies, 91G20, 91G80
出版物
computational and applied mathematics
Volume 38, Issue 2, Pages -
出版商
Springer Nature
发表日期
2019-03-20
DOI
10.1007/s40314-019-0832-6

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