A class of nonlinear stochastic volatility models and its implication on pricing currency options

A class of nonlinear stochastic volatility models and its implication on pricing currency options (2002)

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by Jun Yu , Zhenlin Yang , Xibin Zhang

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@MISC{Yu02aclass,
    author = {Jun Yu and Zhenlin Yang and Xibin Zhang},
    title = {A class of nonlinear stochastic volatility models and its implication on pricing currency options },
    year = {2002}
}

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Citations

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