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Publications by S. Scarlatti

Exchange Option Pricing Under Stochastic Volatility: A Correlation Expansion

Review of Derivatives Research
EconomicsEconometricsFinance
2009English

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Two Stochastic Volatility Processes - American Option Pricing

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A Martingale Control Variate Method for Option Pricing With Stochastic Volatility

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American Put Option Pricing for Stochastic-Volatility, Jump-Diffusion Models

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