TIME-CHANGED FAST MEAN-REVERTING STOCHASTIC VOLATILITY...

TIME-CHANGED FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS

LORIG, MATTHEW
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Volume:
14
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024911006875
Date:
December, 2011
File:
PDF, 351 KB
english, 2011
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