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    Massimo Costabile, Ivar Massabó, Emilio Russo, A Path-Independent Humped Volatility Model for Option Pricing, Applied Mathematical Finance, 2013, 20, 3, 191

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    Yuh-Dauh Lyuu, Chuan-Ju Wang, On the construction and complexity of the bivariate lattice with stochastic interest rate models, Computers & Mathematics with Applications, 2011, 61, 4, 1107

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    Carolyn W. Chang, Jack S. K. Chang, Doubly-Binomial Option Pricing with Application to Insurance Derivatives, Review of Pacific Basin Financial Markets and Policies, 2005, 08, 03, 501

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