An alternative form to calibrate the correlated Stein–Stein option pricing model

Author:

He Xin-JiangORCID,Zhu Song-Ping

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Reference42 articles.

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2. Bakshi G, Cao C, Chen Z (1997) Empirical performance of alternative option pricing models. J Financ 52(5):2003–2049

3. Beckers S (1983) Variances of security price returns based on high, low, and closing prices. J Bus 97–112

4. Benjamin MA, Hinnant HO, Shigeno TT, Olmstead DN (2007) Multi-sensor fusion, Oct. 16 2007. US Patent 7,283,904

5. Black F, Scholes M (1973) The pricing of options and corporate liabilities. J Polit Econ 81(3):637–654

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1. Analytically pricing European options with a two-factor Stein–Stein model;Journal of Computational and Applied Mathematics;2024-04

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