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The top documents tagged [properties of mrm]
Documents
Explicit Option Pricing Formula for Mean-Reverting Asset Anatoliy Swishchuk Math & Comp Finance Lab Dept of Math & Stat, U of C MITACS Project Meeting
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Change of Time Method: Applications to Mathematical Finance. II. Anatoliy Swishchuk Math & Comp Finance Lab Dept of Math & Stat, U of C “Lunch at the Lab”
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