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A Linear Regression Approach for Determining Option Pricing for Currency Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes

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Figure

Figure 1. Unconditional risk-neutral CDF of lnS(s), strike price (cents) k from 1.1 to 16.2
Figure 3. Unconditional hedge ratio with strike price k (cents) from 1.1 to 26.

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