On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model
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- Rajeev Rajaram & Nathan Ritchey, 2023. "Simultaneous Exact Controllability of Mean and Variance of an Insurance Policy," Mathematics, MDPI, vol. 11(15), pages 1-16, July.
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Keywords
Black-Scholes formula; time-dependence; gamma distribution; inverse-gamma distribution; special function;All these keywords.
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