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Journal: Fractal Fract., 2022
Volume: 6
Number: 344
Article:
Simultaneous Identification of Volatility and Mean-Reverting Parameter for European Option under Fractional CKLS Model
Authors:
by
Jiajia Zhao and Zuoliang Xu
Link:
https://www.mdpi.com/2504-3110/6/7/344
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