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 Date: 2006-01-18 14:57:12Finance Investment Volatility Implied volatility Black–Scholes Stochastic volatility Mathematical finance Financial economics Options |
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| First Page | Document Content | |
|---|---|---|
Date: 2006-01-18 14:57:12Finance Investment Volatility Implied volatility Black–Scholes Stochastic volatility Mathematical finance Financial economics Options |
Add to Reading List |
Evaluation of compound options using perturbation approximation Jean-Pierre Fouque∗ and Chuan-Hsiang Han†