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Ibrahim, Siti Nur Iqmal and Hernandez, A. Diaz and O'Hara, John G. and Constantinou, Nick
(2015)
Pricing holder-extendable call options with mean-reverting stochastic volatility.
The ANZIAM Journal, 61 (4).
pp. 382-397.
ISSN 1446-1811; ESSN: 1446-8735