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Christian, Ewald ; Yihan, Zou ; Christian-Oliver, Ewald. (2021) Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?.
In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:2:p:801-815.

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cites:

Rambeerich, N. ; Tangman, D. ; Lollchund, M. ; Bhuruth, M. A fast calibrating volatility model for option pricing. 2013 European Journal of Operational Research. 224 219-226

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