A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean

By Xin‐Jiang He, Wenting Chen. Mathematics and Financial Economics, 2020

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Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/2bf2e05c0138f6afad51615b1d6d714381efc1e9