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Baldeaux, J. Exact simulation of the 3/2 model. 2012 Int. J. Theor. Appl. Finance. 15 -
Cai, N. ; Song, Y. ; Chen, N. Exact simulation of the SABR model. 2017 Oper. Res.. 65 931-951
Duan, J. The GARCH option pricing model. 1995 Math. Finance. 5 13-32
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