Stock-price volatility, mean-reverting diffusion, and noise

Stock-price volatility, mean-reverting diffusion, and noise

Larry J. Merville, Dan R. Pieptea
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Volume:
24
Year:
1989
Language:
english
Pages:
215
DOI:
10.1016/0304-405x(89)90078-0
File:
PDF, 1.52 MB
english, 1989
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