First-passage and risk evaluation under stochastic...

Physical Review E 2009 / 7 Vol. 80; Iss. 1

First-passage and risk evaluation under stochastic volatility

Masoliver, Jaume, Perelló, Josep
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Volume:
80
Language:
english
Journal:
Physical Review E
DOI:
10.1103/PhysRevE.80.016108
Date:
July, 2009
File:
PDF, 335 KB
english, 2009
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