Call option prices based on Bessel processes

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https://hal.archives-ouvertes.fr/hal-00595043
Contributor : Serena Benassù <>
Submitted on : Monday, May 23, 2011 - 11:57:24 AM
Last modification on : Wednesday, May 15, 2019 - 3:43:31 AM

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  • HAL Id : hal-00595043, version 1

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M. Yor, J.-Y. Yen. Call option prices based on Bessel processes. Methodology and Computing in Applied Probability, Springer Verlag, 2011, 13 (2), pp.329-347. ⟨hal-00595043⟩

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