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Option pricing: the reduced-form SDE model

Rukanda, GS and Govinder, KS and O'Hara, John (2022) Option pricing: the reduced-form SDE model. Journal of Difference Equations and Applications, 28 (4). pp. 590-604. DOI https://doi.org/10.1080/10236198.2022.2055472



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Filename: The Reduced-Form SDE Model-Final Correction2June2021.pdf

Licence: Creative Commons: Attribution-Noncommercial 3.0

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