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20242026
most citedIs a LOCAL algorithm computable?

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q-fin.MF2024

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates

Nicole Hao, Echo Li, Diep Luong-Le

This paper presents a new model for options pricing. The Black-Scholes-Merton (BSM) model plays an important role in financial options pricing. However, the BSM model assumes that…