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Applied Quantitative Methods for Trading and Investment (Dunis/Trading and Investment) || Stochastic Volatility Models: A Survey with Applications to Option Pricing and Value at Risk

Dunis, Christian L., Laws, Jason, Naïm, Patrick
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Volume:
10.1002/04
Year:
2003
Language:
english
DOI:
10.1002/0470013265.ch8
File:
PDF, 1.62 MB
english, 2003
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