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PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY

Overview of attention for article published in ANZIAM Journal, October 2019
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Citations

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Title
PRICING HOLDER-EXTENDABLE CALL OPTIONS WITH MEAN-REVERTING STOCHASTIC VOLATILITY
Published in
ANZIAM Journal, October 2019
DOI 10.1017/s1446181119000142
Authors

S. N. I. IBRAHIM, A. DÍAZ-HERNÁNDEZ, J. G. O’HARA, N. CONSTANTINOU

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 3 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 3 100%

Demographic breakdown

Readers by professional status Count As %
Professor 1 33%
Student > Ph. D. Student 1 33%
Lecturer > Senior Lecturer 1 33%
Readers by discipline Count As %
Mathematics 1 33%
Unknown 2 67%