Items where Author is "Díaz-Hernández, A"
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Article
Ibrahim, SNI and Díaz-Hernández, A and O'Hara, JG and Constantinou, N (2019) Pricing holder-extendable call options with mean-reverting stochastic volatility. ANZIAM Journal, 61 (4). pp. 382-397. DOI https://doi.org/10.1017/S1446181119000142