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Quantitative Finance, Vol. 2, Iss. 1, 2002-02 ,pp. : 24-30

Routledge Ltd

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General approximation schemes for option prices in stochastic volatility models

By Larsson Karl  

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A Comparison of Option Prices Under Different Pricing Measures in a Stochastic Volatility Model with Correlation

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Option pricing for some stochastic volatility models

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A Technique for Reducing Discretization Bias from Monte Carlo Simulations: Option Pricing under Stochastic Interest Rates

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