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A proof for French's empirical formula on option pricing
Affiliation:1. Department of Mathematics, Fudan University, Shanghai 200433, People''s Republic of China;2. Department of Mathematics, East China Normal University, Shanghai, People''s Republic of China;1. School of Aerospace Engineering and Applied Mechanics, Tongji University, No. 1239 Siping Road, Shanghai 200092, China;2. Materials Program, Department of Chemical and Materials Engineering, University of Kentucky, Lexington, KY 40506, USA;1. Department of Earth and Atmospheric Science, Cornell University, Ithaca, NY 14853, USA;2. Department of Geology, University of Chile, Santiago, Chile;1. College of Forestry, Wildlife and Environment, Auburn University, Auburn, AL, United States;2. University of Southern Queensland, Toowoomba, 4350, Queensland, Australia;3. Quest International College, Pokhara University, Lalitpur, Nepal;4. Institute of Engineering, Thapathali Campus, Nepal
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