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Journal: Mathematics, 2024
Volume: 12
Number: 82
Article:
Option Pricing under a Generalized Black–Scholes Model with Stochastic Interest Rates, Stochastic Strings, and Lévy Jumps
Authors:
by
Alberto Bueno-Guerrero and Steven P. Clark
Link:
https://www.mdpi.com/2227-7390/12/1/82
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