American option pricing under stochastic volatility: an empirical evaluation
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Bibliographic InfoArticle provided by Springer in its journal Computational Management Science.
Volume (Year): 7 (2010)
Issue (Month): 2 (April)
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Web page: http://www.springerlink.com/link.asp?id=111894
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- Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-54, May-June.
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