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Journal: J. Risk Financial Manag., 2021
Volume: 14
Number: 241

Article: How Much Do Negative Probabilities Matter in Option Pricing?: A Case of a Lattice-Based Approach for Stochastic Volatility Models
Authors: by Chung-Li Tseng, Daniel Wei-Chung Miao, San-Lin Chung and Pai-Ta Shih
Link: https://www.mdpi.com/1911-8074/14/6/241

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