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This work focuses on the indifference pricing of American call option underlying a non-traded stock, which may be partially hedgeable by another traded stock. Under the exponential forward measure, th...
A nonlinear wave alternative for the standard Black–Scholes option–pricing model is presented. The adaptive-wave model, representing controlled Brownian behavior of financial markets, is formally de...
We consider the problem of option pricing under stochastic volatility models, focusing on the linear approximation of the two processes known as exponential Ornstein-Uhlenbeck and Stein-Stein.

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