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HARVARD Citation
Jeon, J. et al. (2021). An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model. Chaos, solitons and fractals. p. . [Online].
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Jeon, J. et al. (2021). An asymptotic expansion approach to the valuation of vulnerable options under a multiscale stochastic volatility model. Chaos, solitons and fractals. p. . [Online].