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Stochastic equity volatility related to the leverage effect

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References

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Cited by

1998Valuation of Investments in Real Assets with Implications for the Stock Prices48 cited
2008Equity warrants pricing model under Fractional Brownian motion and an empirical study34 cited
1995Stochastic equity volatility related to the leverage effect II: valuation of European equity options and warrants33 cited

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