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C. O. Ewald, K. R. Schenk-Hoppé and Z. Yang, “Closed-Form Solutions for European and Digital Calls in the Hull and White Stochastic Volatility Model and Their Relation to Locally R-Minimizing and Delta Hedges,” Paper No. 07-11, Swiss Finance Institute Research, 2007. http://papers.ssrn.com/sol3/papers.cfm?abstract-id=957807

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