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Applied Mathematical Finance, Vol. 11, Iss. 4, 2004-12 ,pp. : 317-346

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Asymptotic Pricing of Commodity Derivatives using Stochastic Volatility Spot Models

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Indifference Pricing and Hedging for Volatility Derivatives

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The pricing of derivatives on assets with quadratic volatility

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Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion

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