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An analytical perturbative solution to the Merton-Garman model using symmetries (2019)

First Author: Calmet X

Attributed to: Quantum Sensors for Fundamental Physics and Society funded by STFC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1002/fut.22061

Publication URI: http://dx.doi.org/10.1002/fut.22061

Type: Journal Article/Review

Parent Publication: Journal of Futures Markets

Issue: 1