PRICING PERPETUAL TIMER OPTION UNDER THE STOCHASTIC VOLATILITY MODEL OF HULL–WHITE

Publisher： Cambridge University Press

E-ISSN： 1446-8735|58|3-4|406-416

ISSN： 1446-1811

Source： ANZIAM Journal, Vol.58, Iss.3-4, 2017-04, pp. : 406-416

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