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"Properties of American Volatility Options in the Mean-Reverting 3/2 ..."

Hsuan-Ku Liu (2015)

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DOI: 10.1137/130924573

access: closed

type: Journal Article

metadata version: 2022-01-03

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Hsuan-Ku Liu:
Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model. SIAM J. Financial Math. 6(1): 53-65 (2015)

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