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  1. 1
    A simple closed-form formula for the conditional moments of the Ornstein-Uhlenbeck process
    by Kittisak Chumpong, Khamron Mekchay, Sanae Rujivan
    Published 2020-08-01
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    Article
  2. 2
    Analytical formulas for pricing discretely-sampled skewness and kurtosis swaps based on Schwartz’ s one-factor model
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    Article
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