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ORCID"Analytically pricing vulnerable options under the stochastic volatility ..."
- So-Yoon Cho, Geonwoo Kim:
Analytically pricing vulnerable options under the stochastic volatility model with stochastic long-term mean and stochastic liquidity. Commun. Nonlinear Sci. Numer. Simul. 161: 110130 (2026)
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