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Quadratic approximation of the slow factor of volatility in a multifactor stochastic volatility model |
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| Authors: | Gifty Malhotra R Srivastava H C Taneja |
| Institution: | Department of Applied Mathematics, Delhi Technological University, Delhi, India |
| Abstract: | |
| Keywords: | multifactor stochastic volatility option pricing quadratic approximation slow volatility factor volatility model |