has been cited by the following article(s):
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[1]
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Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
Applied Mathematics,
2025
DOI:10.4236/am.2025.161005
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[2]
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Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach
Scientific African,
2023
DOI:10.1016/j.sciaf.2023.e01765
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