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A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes

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Figure

Figure 1. 1←ω→ω*
Figure 3 shows the unconditional hedge ratio as derived using (28).
Figure 5. Conditional call price where h = 0.
Figure 7. Unconditional call option, k from 3 to 35.
+2

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