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Option Pricing with Stochastic Volatility

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Table 2.  [1] converges to [2], instead, the bivariate approach permits to capture the skew for options deep in the money
Table 3. [1] converges to [2], instead, the bivariate approach permits to capture the skew for options deep in the money
Table 6. [1] converges to [2], instead, the bivariate approach permits to capture the skew for options deep in the money
Table 9. Monte Carlo simulations converge to the same result of closed form solution.

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