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Article
Title:
A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility
Authors:
Gonçalo Faria
(
U Porto
,
U Vigo
)
João Correia da Silva
(
U Porto
)
Journal:
Review Of Derivatives Research
Year:
2014
Volume:
17
Pages:
125-159
JEL code:
G13 - Contingent Pricing; Futures Pricing
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