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Journal: Symmetry, 2020
Volume: 12
Number: 1878
Article:
Approximation Formula for Option Prices under Rough Heston Model and Short-Time Implied Volatility Behavior
Authors:
by
Siow Woon Jeng and Adem Kilicman
Link:
https://www.mdpi.com/2073-8994/12/11/1878
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