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Items where Author is "Hodges, Stewart"

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Zhao, Bo and Yan, Cheng and Hodges, Stewart (2019) Three One-Factor Processes for Option Pricing with a Mean-Reverting Underlying: The Case of VIX. Financial Review, 54 (1). pp. 165-199. DOI https://doi.org/10.1111/fire.12183

This list was generated on Thu Jan 26 22:21:51 2023 GMT.