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A Path-Independent Humped Volatility Model for Option Pricing. (2013). Costabile, Massimo ; Russo, Emilio.
In: Applied Mathematical Finance.
RePEc:taf:apmtfi:v:20:y:2013:i:3:p:191-210.

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  4. A Path-Independent Humped Volatility Model for Option Pricing. (2013). Costabile, Massimo ; Russo, Emilio.
    In: Applied Mathematical Finance.
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  11. Pricing Asian Interest Rate Options with a Three-Factor HJM Model.. (2009). Vicente, José Valentim ; Octavio Manuel Bessada Lion, ; Jose Valentim Machado Vicente, ; Claudio Henrique da Silveira Barbedo, .
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