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On the Class of Risk Neutral Densities under Heston’s Stochastic Volatility Model for Option Valuation
 
 

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Journal: Mathematics, 2024
Volume: 12
Number: 2642

Article: Analytically Pricing a Vulnerable Option under a Stochastic Liquidity Risk Model with Stochastic Volatility
Authors: by Junkee Jeon and Geonwoo Kim
Link: https://www.mdpi.com/2227-7390/12/17/2642

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