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    Algorithm for Generalized Garman Equation in Option Pricing of a Financial Derivatives with Stochastic Volatility Models

    Tiberiu Socaciu, Mirela Danubianu, Ioan Maxim, Antoanela Naaji. Algorithm for Generalized Garman Equation in Option Pricing of a Financial Derivatives with Stochastic Volatility Models. Annals of the Faculty of Economics, 4(1):1044-1048, 2009.

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